The script "Code-Master.do" in the "Code" folder executes each of the Stata scripts in order. If you download the project to your computer, you will need to edit the "cd" command in that script to point towards your folder.
The project is written on a Mac, and if you run Windowns, you'll need to edit the various use/save/write statements to be Windows compatible. In particular, you'll need to change the slashes from "/" to "".