If you want to install it over SH3 you just run the executable of GW in the C\program files\Ubisoft\SH3. If you do this though and you don't like GW you need to uninstall SH3 to get rid of it. If you install it via the mod enabler you can take it out without uninstalling SH3
When you download GW you will get an executable. This is the file to run to unpack the other GW files you need to put into the MODS or the root derectory
use this URL to get GW 1.1a
http://www.users.on.net/~jscones/TGW/index.html#dl