Hi bloodyFrozen!
This should probably belong in the computing & technology form. Use "report" to request this from the mentors.
Anyway, you'll need quite a few files for being able to use LaTeX:
First, you'll need the LaTeX source, I recommend MiKTeX for that, download this at:
http://miktex.org/
Then, you'll need a program to write and compile LaTeX. There are many programs that do this. LyX for example is nice for beginners. I usually use texniccenter:
http://www.texniccenter.org/ you'll learn the commands soon enough, so they is no real need for something like LyX, but it's up to you

Then you need something to read your compiled documents. Pdf is most commonly used for this, and I suppose you already have that