Welcome aboard
Install as described in the SH3 Win7 thread, if it's for 8 or 10 it'll be the same, only XP is different. Then use multi-SH3 to create different versions, one stock game to refer to, others to add super mod of your choice. All are great, all have a slightly different spin.
Play stock game, get frustrated, move on to modded game, get happy. You won't appreciate the mods unless you do play the vanilla version.
Above all have fun, don't come home with any torpedoes spare, and definitely read the instructions before flushing the loo underwater.