Expect to spend some time mapping your controllers, calibrating all the axis ( you can use the throttle friction lever on the right side of your throttle for RPM FYI), and then adjusting them so they work like you want.
Deep breath, and while I know you are ansy to play...gotta put the work in to get it going. Glad skuzzy figured out you drug the .exe file out to desktop vs making a shortcut.
Good luck and if you have trouble with Warthog setup, I'll be glad to help.