Cant Figure Any Of This Out

I cannot figure any of this out. I cant figure out how to unlock the bootloader. I keep getting errors and when i try to find the android sdk stuff im lost. Its frustrating that i have to go through so much headache and not even have the bootloader unlocked. Ive read and re read the instructions. Ive watched so many videos and i cant get this right. This is so annoying.

"the program cant start because AdbWinApi.dll is missing from your computer. Try reinstalling the program to fix this problem"

Ive downloaded the adb files and still cant find them in my computer. This is so stupid.