Im sorry if this sounds stupid but, im having a hard time Setting up a game.
I've downloaded all of the files but im not sure which ones i should use; Furthermore I've got all the 5th ed rule-books on hand but im not sure what parts i should be using with fifth age.
Understandable. I am in the process of writing a better explanation and write up for this exact problem.
Okay, the number one document to use is the latest version of the core document "Fifth Age 0.6" at this time. This contains classes, races, feats, equipment, and a variety of game systems. (Such as investment, downtime, and simplified spaceship rules). Additionally, there is a character sheet here that is a bit more relevant to fifth age, but a modified regular 5e sheet will do fine in a pinch. I have been told my sheet is very plain and basic, a fair critique, but it has all the right slots and lays out the info fairly well.
To actually run the game, use the core 5e books, or SRD, and assume that you are using that ruleset, except where overwritten by Fifth Age. So from the phb, for instance, you are really only using the combat rules, ability check resolutions, death and dying, environment, and so forth. This is the "engine" of the game.
For combat encounters you have the "Hazard Handbook" which details a variety of possible enemy combatants for the players to go up against. You can supplement this with stat blocks from the SRD, monster manual and even volo's or the kobold press bestiary, to populate the world with savage and bizarre aliens. A lot of monster manual critters make great alien menaces when you "re-skin" them with new descriptions.
The third book, Spaceships, is a much rougher work in process than anything you've seen. I haven't actively done development on that system in nearly a year. It is on my to-do list, but it is not a major priority, since most people didn't really want it. The skeleton is there if you want to play with it, as well as an excel sheet that helps build spaceships, and a "ship sheet" that might be useful in part even with the vastly simplified ship rules in the core document.
Now, you can use XP for character advancement, but I recommend using milestones or fiat leveling, to maintain narrative flow and encourage problem solving and not murder-hoboing.
Notes:
Use most PHB skills, supplement them with ones from the core document
Do not use PHB Feats, they are way too strong for this system (where you get +2 ability score AND a feat, not either/or)
Use PHB stats for archaic weapon equivalents if it comes up, just easier that way.
If you have any further questions or concerns, just let me know, feedback about what is not clear is very important as it helps me refine the books, and if nobody complains, I don't know what the problems are that need fixing, so if you see anything, let me know.