Okay first, make sure you've downloaded the right thing.
Download and unzip this to whatever folder you want.
Now, I'm on a vista, so it may look slightly different on your machine but...
Here is the command prompt.
Run it. You should get something that looks like this
Go to the folder where you unzipped thtk.
Right-click on any of the files and click properties.
I've highlighted the bit you want. This is the file location, or path.
Then go into the command prompt, type cd (It stands for change directory), copy the path and hit enter. This should bring you to the correct directory.
From here, you can simply type the name of the program you want to run, and the output will appear onscreen.
There are html files telling you how to run each of the programs.
For simplicity's sake, I'd advise that you move the file(s) you're working with into the same directory as the program. Otherwise you will have to use the full path.