I just went through this myself a few days ago. Yes I'm a novice.
It's all more involved than it seems. You pretty much HAVE to use Composer. Composer will get tons of extraneous files NOT included in the SDK and will create a vendor subfolder for you within the SDK on your server.
Change that autoload.php require to point to the SDK. Mine is:
require 'anet_php_sdk/vendor/autoload.php';
I downloaded the SDK, and renamed the master folder to anet_php_sdk. As I said, vendor won't be in there until you run Composer. When I ran Composer, it required me to get a key from Github (free, and relatively easy). It will download a ton, then stop and ask you for the key. Just type it in and it'll store the key on the server and finish.
If you need more help, let me know. I wish there was someone to help me when I went through it. Support was a little "short" with my questions. Everyone's a newb at some point!
Sam
