Crash2108: You said you've downloaded the workshop or tutorial, but have still no clue. So now the question is why.
I assume you understood that this is a game development system and you want to create a game. I also assume that you have basic Windows experience, for instance know what a folder is and how to copy a file. At this point you should tell us what exactly you do still not understand for walking through, for instance, the first lessons of the C-Script workshop.
Until then, all well-meant user suggestions here about where to click or which page to visit are obviously of no use for you. Starting with Gamestudio is easy for most people, but maybe there's still some obstacle that we need to put out of the way.