You're also going to have to DL the AMXX libraries, includes, and modules. You can get this at the amxx website
http://www.amxmodx.org/downloads.php
grab the AMX mod X base. (for your respective OS) -windows will give you a .zip -linux will give you a tar.gz
here's my daily resource when i'm coding. it tell syou all the functions and use of the AMXX api and includes
http://www.amxmodx.org/funcwiki.php
I also highly suggest reading a lot of the code of plugins you like to use. And playing with them, just to start yourself off.