Sounds like you downloaded just the newest version of the executable from the forums.
Go to 'Downloads' section and pick up the full package in the 'WinAsm Studio' category. This is the "Winasm Studio Full package" http://www.winasm.net/winasm-studio-full-package.html
Unzip this and you will have all the folders and the base files ready to go.
Then you can replace the WinAsm.exe with the newest version from:http://www.winasm.net/winasm-studio-updates.html
There is also the WinAsm Studio Help file at http://www.winasm.net/winasm-studio-help-file.html
This is all you need to get going.
Be sure to check the other categories in the 'Download' area for other good stuff and do look in all of the forums for some great stuff written by some very talented people. Newer enhanced versions of 'Add-Ins' and 'Projects' can also be found throughout the forums.
Hope this helps.
Enjoy the expeience