Place the files from the levels folder anywhere convinent for you; you'll open these with NeoLemmix to play the demo levels I made.

Place the files from the music folder into the music folder in the NeoLemmix directory.

Place the files from the sounds folder into the sounds folder in the NeoLemmix directory.

Place the nin10_TADragon folder in its entirety into the styles folder in the NeoLemmix directory.