The Alfresco SDK is simply a collection of Eclipse projects that you link against to compile your own classes, plus samples and all Alfresco source code.
In other words, it's a set of Java libraries pre-packaged to help you easily build Alfresco extensions, in Java, with the Eclipse IDE (that you should download separately if you don't already have it).
To use it, in Eclipse do File>Import>General/Existing projects into Workspace and browse to the root of your SDK. This should import both SDK projects (SDK AlfrescoEmbedded and SDK AlfrescoRemote) plus the samples.
