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OpenRA + Tiberian Sun & Red Alert 2 installation instructions for Windows
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1) Extract contents of OpenRA-windows.zip

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2) Download OpenRA source code & Red Alert 2 mod files from Github:

https://github.com/OpenRA/OpenRA/archive/bleed.zip
https://github.com/OpenRA/ra2/archive/master.zip

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3) Extract both Github zip archives to a separate location. (E.G. create 'OpenRA-bleed' and 'ra2-master' parent folders)

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4) Go to 'ra2-master' folder. Cut OpenRA.Mods.RA2 directory and put it into OpenRA-bleed parent folder.

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5) Cut ra2-master folder into OpenRA-bleed\mods\ and rename it simply "ra2" (ra2-master ->> ra2)

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7) Download and install Microsoft .NET Framework 4.5.2. If you already have it, skip this step.

https://www.microsoft.com/en-us/download/confirmation.aspx?id=42643

All .NET 4.X Framework versions:

https://msdn.microsoft.com/en-us/library/5a4x27ek%28v=vs.110%29.aspx

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8) You must patch OpenRA source files in order to run Tiberian Sun and Red Alert 2. Open patch.exe in Command Prompt.

In Command Prompt, navigate to the folder where you have patch.exe

(For example C:\Users\Fincer\Desktop\OpenRA-windows\)

Patch is a linux-based program we need to patch critical OpenRA source files. 

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9) In Command Prompt, navigate to the folder where you have patch.exe.

(For example C:\Users\Fincer\Desktop\OpenRA-windows\)

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10) Run

patch.exe -d OpenRA-bleed -Np1 -i ..\patches\openra-srcpatch.patch

where

OpenRA-bleed = OpenRA-bleed parent folder
..\patches\openra-srcpatch.patch = openra-srcpatch.patch file location

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11) Once the files have been patched, navigate to OpenRA-bleed folder in Command Prompt

cd OpenRA-bleed

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12) In Command Prompt, run

make.cmd

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13) Type 'dependencies' at the prompt (without quotations). Select "Run once (R)"

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14) run make.cmd again. Now, instead of typing 'dependencies', type 'all' (without quotations, once again).

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15) Once the script has run, there should be many warnings but not a single error message.

I got 52 errors if I had only .NET Framework 4.5 installed. 

After I installed Microsoft Windows SDK for Windows 7 and .NET Framework 4 (https://www.microsoft.com/en-us/download/details.aspx?id=8279)
I got only 13 warnings.

However, the number of those warning messages didn't affect my gameplay in any way.
That's why I'm not sure if you need to worry about those messages. 
And I can't really recommend to install 1.7GB of unneeded stuff on your PC
without a very good and valid reason.

If you feel it important or your game crashes etc., please consider installing that SDK stuff and re-building the game.

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16) OpenRA exe files have been compiled now. You can run the game by double-clicking OpenRA.exe in your Openra-Bleed parent folder.

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17) To play Red Alert 2, insert theme.mix, language.mix, ra2.mix and multi.mix into \My Documents\OpenRA\Contents\ra2\ folder.

You can find these mix files inside of a Red Alert 2 original installation media (CD).

theme.mix, multi.mix = RA2 CD root folder

ra2.mix, language.mix = RA2 CD Root/INSTALL/Game1.CAB (inside that archive file)