Shadowkeeper is a separate program that must be downloaded. You can find it at
the Shadowkeeper homepage. All you have to do is unzip it with a program like Winzip and put it in a folder of your choice. There's no setup program, so you will have to create your own shortcut(s).
The CLUAConsole is a feature that is inside the game. To activate it, all you have to do is add the line "Debug Mode=1" to your BALDUR.INI file, then start the game and press the SPACE bar while you're holding down the CTRL key. The first time you use it, an empty box will appear at the bottom of your screen. You need to type in the appropriate command--for example:
CLUAConsole:AddGold("500")
The next time you press CTRL-SPACE, the last command you entered will pop up inside the box. You can use the Backspace key to delete everything back to the colon, and then type in your next command. In other words, every command will be preceded by:
CLUAConsole:
Have fun!