Have you already looked at the instructions here
Have a look at that, and this here at the wiki: http://wiki.residualvm.org/index.php/Myst_3
It will explain how to unpack your patch if it's installable, and has more comprehensible links to the updates, so you know which language to get. Otherwise just unpack the files and overwrite the originals I believe.
1. If you use the ResidualVM installer, regardeless if you're using a stable or daily version, you should be all set and good to go, no further steps will be necessary regarding SDL.
If however for some strange reason you're getting an error about a missing SDL library, download the SDL runtime library from here
, and unpack the *.DLL in your ResidualVM installation folder. But usually you just install it and you're ready to go.
2. This should be answered on that wiki page. Just remember, if you have the DVD version, you don't need those updates.
3. When adding the game to ResidualVM, you should point to the root/master folder that contains all the other stuff you copied. Make sure you follow the instructions from here
There's a nice graphic showing the folder's necessary data structure
16-02-02 / 13:48PM: Inserted the link to the datafiles wikipage and graphic for future reference
Although it says that innoExtract can be used on non-Windows platforms, I see on their webpage that they have Windows binaries as well. This is most likely a relatively recent development on their end, so basically just download the innoExtract Windows binaries, and then you can either use the command prompt, or drag-and-drop your update file on top of the innoExtract executable. It should create an "app" folder in the directory where your update is located, containing all the files you need.