To start with you need to download the latest stable release of CKeditor.
Extract the downloaded file and place the ckeditor/ folder in your applications webroot directory. (beside "protected" and "css" and other directories)
This article explains issues about installing XAMPP server package (Lite version) on Windows OS and configuring it for serving webapps written in Yii. Please note, that XAMPP is available for many more platforms and systems. I write about Windows edition as it was the only one tested by me.
This tutorial will guide you through the process of creating a yii application using Cloud9. We will use a git workspace to enable version control and also show how to link the Cloud9 workspace to GitHub.