Just saw you other thread; I know it can look overwhelming, but it's not so bad. Installing GWX itself is a piece of cake; it comes with an .exe file. Just double-click it, point out where you want GWX to install, and then it'll ask where the SH3 folder is. In your case, it's indeed in steam/steamapps I see now. Point GWX there when it asks for it.
That's it. GWX will install.
The third download is a reall small one. Just a couple of files that need to be installed in order for SH3Commander to work with GWX3.0. The same deal here, the link I gave you will get you an .exe file that'll install itself. Again, just assign it to the right folder.
Just a few weeks ago I had to figure all this out too. But believe me, it's worth it
