The tutorial contains a number of hands-on-exercises, so you probably have to install the needed environment.
UNIX/Linux/Mac-OS users don't need to install anything, only Windows-users have to install cygwin to
run the exercises. There are 64-bit as well as 32-bit versions available. The installation process is straightforward. Beside the standard tools, selected by default, you should also install the dos2unix-tool (for line-break conversion between Windows and UNIX).