ADB Question???

[dbu]

I am trying to basically plat around and learn and update some stuff on my droid using this guide. http://www.sholes.info/howto-install...te-sprecovery/

However, I do not understand where to enter all of these commands. I downloaded the SDk and installed the packages but I am not sure what to do next. I tried doing it via command prompt but that failed, so I navigated to the toold folder in the SDK and tried to run adb.exe but it came up with an error saying "this application jas failed to start because AdbWinApi.dll was not found. Re-installing the application may fix this problem." I am doing my best to wrap my head around all of this and I am trying to learn but I am hitting a brick wall right now. Any help would be appreciated. Thanks in advance...