Well first it depends on what you bought. There are different packages for different things. Tw2002 came first, then I believe gold, then twgs (the last 2 might've been flipped, not sure). But either way, they are 3 seperate packages. Usually tho you buy them together, in a set.
http://eisonline.com/order/default.htm
For instance you can get TW2002 but w/o gold or TWGS. You can get TW2002 and Gold but no TWGS, or you could get TWGS, TW2002 and TW Gold, but only get TWGS lite and have only 4 notes, then later upgrade to the full 100 node ver.
TW2002 is the door game, the DOS ver, and the basis for what's played. Gold is the addon for edits and gold aliens and gold bubbles and the like. TWGS is the telnet front end.
In order to run the game as we usually play it, atleast these days, you need TW2002, TW Gold and atleast a TWGS lite code. If you already have these, ask JP to send them. If not, you'll want to get them too.
When you have the right codes you just plug em all in and voila.