When you run the main set up file, choose Prepar3d folder by browsing to its folder.
Then go to other 2 folders containing Dynamic Lighting and GSX Jetways to install them.
1. Choose the Effects Folder in - Program files/Lockheed Martin/Prepard 3D/
(thats where all effects .fx files are located.)
2. Follow the instructions inside GSX jetways folder.
Manually add scenery from scenery library.