> how do I use the commands like 
> example (from Cohen's guide) :
> httrack <http://www.shoesizes.com> -O /tmp/shoesizes 
> where and how to write the command?
This is only for the commandline version (windows ou unix) ; you'll have to
open a cmd.exe window, or a shell on unix systems.

The best solution, however, is to stick to the GUI version (WinHTTrack on
Windows, or WebHTTrack on *Nix) if you are not familiar with the console.