1) You can put WSB anywhere you want.
2) You don't need to install it. Just click on the exe.
3) Use the one attached here:
https://www.vistastylebuilder.com/forum/index.php?topic=2535.0 I'm using it in 11
4) Never work on the default Aero theme. Make a copy of the Aero folder and change all the aero names to your theme names (folder, your name.msstyles and your name.msstyles.mui in en-US)
5) To actually apply a theme, you need to make a copy of aero.theme file. Open it in notebook and change the Display and msstyle names to your theme name and put this and your theme folder in Windows/Resources/Themes
6) Make sure your theme files are patched or WSB won't test and themes won't apply
7) Here's a video I made back in 2010 showing some really basic stuff. It's still kinda relevant:
https://www.vistastylebuilder.com/forum/index.php?topic=1268.0Hope this helps you get started