The above are all just nice interfaces for editing TeX files, so you
need to install the TeX compiler. Just follow the documentation in the links,
each interface has a button here or there to tell you how to download and
install the compilers. See also
the webpage here for a free TeX editor.
Another option isWinEDT, though this is
not free (you'll also probably have to download
MiKTeXas well).