Two different things:
Download the two parts because you'll need to put them together in a folder to extract the complete game (it's that way to allow file size to be manageable).
Personally, I advise the use of the mod. This is probably the most complex game here and a casual player will find it very difficult to make his way through the story and arrive at a satisfactory place. Some options are very simple, others require a deep knowledge of the game world to navigate correctly. In my experience, using the mod greatly improved gameplay.
That said, this is also a story for multiple playthroughs, so...