Instructions
Download the SDK mod file you want to set up. Occasionally, the SDK will be included on the game's disc, as is the case with "WarCraft III: Reign of Chaos," but many games release their SDK at a later date and make it available for free download.
Double-click the downloaded file to begin the installation process.
Review and agree to the software's "Terms of Use" that state what the program can and cannot be used for. Violating this can result in a fine and suspension of the program.
Install the SDK's files into the directory of the game it is for. For example, for an SDK program that is for "Command &Conquer III," you will want to install the SDK into the "Command &Conquer III" folder of your hard drive. The SDK requires the game's files to run, which is why it has to be installed in the same directory.