Just unzip all into one folder.  Make sure you have executed SETVERM.EXE (included) before setup and runtime.  Run SETUP.EXE from these zips and setup for CGA.

The minimal install is:

WINOLDAP.MOD
WIN200.OVL
WIN200.BIN
WIN.COM
WIN.INI
MSDOS.EXE

and some fonts, if you want them to show up in your apps.