SDK – Beginner – Installation - Compiler

Background: I have used some HTML in high school. I have scripted in a 3D social chat environment called Second Life. I get the rough idea that you communicate through events, functions, variables, and if statements to communicate what you want a computer to do. I know nothing about Flex/Flash/AS3.0 other then the basic explanations that flash and flex are related and can makes applications that can be run in web browsers. The basic information that is repeated over and over, but still answers none of the “How” do you start.

I ordered three Books: “Action Script for Multiplayer Games and Virtual Worlds” by Jobe Maker, “Foundation Game Design with Flash” by Rex van der spuy, and “Learning Action Script 3.0 for beginners guide” by Rich Shupe with Zevan Rosser.

I have attempted to read each until I started to get lost and although I could follow each for the first chapters, I am completely lose when they ask me to try to make any code because the Flex SDK is a bunch of folders and some files I have no clue what they are for and with no executable file for installing some sort of application I can use. I have downloaded a trial version of Flash CS5 Web package that has a builder and flash professional, but it has likely changed from CS4 which one of the books is based on, so am unable to even start working on the first project in the book. It means a Main.AS file and a Flash.FLA file, yet FLA is not a file in CS5. So I have to put a hold on attempting that and perhaps try to use AS3.0 compiler, if I can find a way to get one or get it to work since it seems like a compiler might not be a program? I am utterly lost.

QUESTION:
I want a program that I can write action script in and compile so I can at the very least “start” to learn. The code will be rather basic at first like the beginning “Hello World” output in text. The issue is I have no clue how to do it in CS5 and I do not see how to install SDK or compile AS3.0 unless I can install something or run some program to do it, because the SDK zip file has folders and some miscellaneous files in it.

Even when I read the installation there is just vague information about license and information that says nothing about the nuts and bolts of how to install and make use of this program/software I do not see.

I am use to an “install.exe” file and you click it, run it, and then run the application that was installed, but with the SDK it sounds like “Here is a compiler program you just type into and compile to run Action Script 3.0.” yet, that is clearly not the case. I am missing some important arcane knowledge that I am not seeing or figuring out.