If you are interested in those files at all, you should visit the main LCC-Win32 web site to download them. Note that the Win32 API documentation is very large so downloading it over a dial-up modem is likely to be impractical. You can also visit the main LCC-Win32 site if you are interested in getting the absolute latest versions of the files I mention above. I do keep the files on my office machine reasonably fresh, however, so you shouldn't need to use the main site for that purpose unless you are very concerned about having the latest version of things. Each of the files I mentioned above are InstallShield executables.
Installation is simple.
Just double click on the file after you download it to install it. If you want to use the command line tools, you will need to manually add the LCC bin directory to the path. Exactly how to do that depends on your operating environment. You will need to reboot the system for this change in the path to take effect. Open a fresh command prompt to get an environment containing the change.