1. Launch Skyrim via the normal launcher, "SkyrimLauncher.exe" or using Steam. Select Options then select "Windowed Mode" and your desired resolution (usually the size of your screen resolution).

You can also edit "SkyrimPrefs.ini" in your Documents folder (NOT the one in your skyrim folder) to change to a custom resolution if the resolution you want is not selectable. Just find the lines "iSize H" and "iSize W" and they should be self-explanatory.

2. Move "SBW.exe" into the "skyrim" folder where "TESV.exe" is located, this is usually in "Steam/steamapps/common/skyrim".

3. Run SBW.
or
3. Run game normally in Steam, SkyrimLauncher or otherwise. Then run SBW.

If you launch the game in Steam before running SBW, you can get all the Steam features like achievements and overlay. Alternatively, you can add "launcher=Skyrimlauncher.exe" as a parameter. For more on parameters read the "Optional Parameters" section.