It depends on what your goal is. As you've likely noticed noticed the SDK isn't a point and click tool but rather a set of documentation and code samples to help you with custom development. That development might take the form of JavaScript/HTML or Silverlight
on the client side or C#/VB.NET for plugins or custom workflow activities on the server side.
This blog post has some walkthroughs that might be of interest.
Jason Lattimer
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