Let me say up front, with no offense intended, that if you don't know how to execute a PHP file, you might not want to be using the development version of MODX at all. The development version is mainly for people who want the "bleeding edge" version of MODX in order to contribute to the project by testing it and reporting bugs.
IIRC, you've already installed one of the stable versions of MODX and you could certainly work with that for the rest of the book (in fact, that version is more likely to match the Manager examples in the book).
That said, there are several ways to execute that file. For all three, you'll have to have installed a local Apache server and PHP package like XAMPP.
You might be able to just double-click on the transport.core.php file to run it (possibly browsing to the php.exe file (which might be in the c:\xampp\php\ directory) when asked what program to use to run it).
Another method is to find the php.exe file in your local install of XAMPP or some other Apache server, and run it from your computer's command line (nothing to do with GitHub) using the full path to the .php file as an argument, something like this (I'm guessing at the paths):
c:\xampp\php\php.exe c:\xampp\htdocs\mymodxsite\_build\transport.core.php
Another way (this is how I do it) would be to install a code editor like NetBeans, PhpEd, or PhpStorm, tell the editor where the php.exe file is (a configuration option), and then load the transport.core.php file in the editor and select "run" on the editor's menu.
Hope this helps.
