The "complete" package that you have downloaded includes everything you need.
The "individual components" links are just made to download the sim little by little, for those like me who have a slow internet connection and cannot download a 12 GB file at once
With these links, we can download the sim in smaller packages, it's easier when you still have an old DSL connection.
The SDK are just the tools for the addon builders. It's not required if you are not an aircraft/scenery creator
The legacy clients are for those who want to download the older versions of the sim for testing purposes. P3D is made of three main parts:
- the client: the simulator itself
- the content: all of the default planes, their gauges and sounds
- the scenery: all of the default scenery for the globe.
With the package you have dowloaded, you have all of these elements in version 4.5.
The legacy downloads are only for the client part.
These were made for the simmers who had an older version (like 4.3 or 4.4 for example), and updated the client to 4.5 (to check the performance or the new features) but were disappointed and wanted to go back to the previous versions.