The Wolves of Steel (TWoS) is an SH5 mod, and you have landed in an SH4 section. However, no biggie. Just to be aware. In the meantime, you do not need JSGME with TWoS. It is an executable file, such as:
"The_Wolves_of_Steel_2.2_SH5_Expansion_Pack_v2.2.6_ Full.exe"
Once you have it downloaded, just run it, and it will extract and install itself. It does follow the Windows registry though, and you are better off not having your SH5 installed in a Program Files folder. Be sure and read vdr1981's instructions at
[REL]The Wolves of Steel - SH5 Megamod... He has pdf instructions listed in his signature there, or from
The_Wolves_of_Steel_2.2_Install_instructions.pdf - Good luck!