Before we start, let's make sure that we have the latest version of the UDK (February 2013 as of this writing), which can be downloaded at http://www.unrealengine.com/udk/downloads/. When installing the program, make sure that the UT Sample Game option is checked.
Aside from that, all of the assets used in this project should already be included within the base UDK install.
For those wanting to know more about basic movement, please see Epic's UDN page at http://udn.epicgames.com/Three/EditorButtons.html that lists hotkeys that may be useful.
That being said, I'll do my best to be as descriptive as possible about how to make a playable version of the game.