int this page at the beginning of the Walkthrough
In the second task what are they reffering to? Where are those assemblies in my project?
Those are .Net assemblies.
Right click on References
folder in your project and click on Add Reference
.
It will open a popup to select assembly reference, select .Net
tab from it and search for the assemblies (WindowsFormsIntegration and System.Windows.Forms) you want to add and click OK.