It really depends on which features you’re targeting. That page does a fairly good job of explaining what they do. If you have questions about a specific one, I’m willing to answer.
Which platform? I’ve got precompiled thirdparty packages for Windows and Mac.
Well, I’m trying to modify most of the engine, to suit my needs, so ideally I would want all of these packages installed, I just don’t know if I should install the runtimes or dev packages. I am on Windows 7 64x.
Some of them. Others are expected to be either installed on the system or can be put in an “sdks” directory. Consult the makepanda source code (makepanda.py, makepandacore.py) to find out.