To install AllData you need to create a MySQL database and insert the database structure from the app/alldata_database_structure.sql file.
Then you have to setup the database connection by renaming app/Config/database_must_be_setup.php to database.php and setting the database name, host, username and password in this file. Then you are ready to go!
The code documentation for PHP is in the folder: app/webroot/docs/php The code documentation for Javascript is in the folder: app/webroot/docs/js The documentation can be generated using the app/GenerateDocs.bat