This guide is somewhat historic and focuses on using the windows command-line version of Modeltest to find the best parameters to construct a phylogenetic trees. You probably want to use a more modern version e.g. jModeltest2.
Many of the computer programmes used in phylogenetics don't have the polished graphical user interfaces (GUI) of programmes for the general public. This means it is necessary to learn to control these programmes by typing in commands (CLI).