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.
Apart from that, all of the assets used in this project should already be included within the base UDK install.
This project and all projects assume that the user has used the UDK to some extent in the past, and is familiar with the concepts of navigating around the game environment.
For those wanting to know more about basic movement, please see Epic's UDN page that lists Hotkeys that may be useful at http://udn.epicgames.com/Three/EditorButtons.html.
That being ...