If you are just trying to play the game, download the PPF and follow the instructions in the Readme
If you are trying to build your own mod, with TLW as a base, then you need to download the resources in the resources thread and instead follow THOSE instructions. That's it. Everything is explained in those threads under the assumption that you've never done this before, and there is nothing there that isn't explained elsewhere as well. Nothing here cannot be learned with some time, you just need to put the time in to actually figure it out and not be afraid to try a thing before asking a thing.