Armory bundle comes with everything you need. Currently, Blender 2.78 is used with Armory player built in. If you do not require the built-in player, Armory can be used as add-on only. Armory sources are available at GitHub.
- Unpack Armory_version.zip to your preferred location. On Windows, prefer a short path like 'C:\Dev' or unpack with 7-zip to prevent long path errors.
- Run Blender located in unpacked SDK. On Windows, you may need to enable it for the first time by clicking More info - Run anyway.
- In Blender, Select File - User Preferences... and navigate to Add-ons tab.
- Search for Armory add-on and enable it.
- Hit Save User Settings at the bottom. That's it!
- To verify everything is working correctly, save your .blend file and hit Play in viewport button, located in the 3D view header.
- And the result: