Download skScreen.dll and place it in the same folder as StuntGP.exe
If you want to play the game in resolution greater than 2048px (e.g. 2560x1440), download LegacyD3DResolutionHack, and unpack it in the same folder as StuntGP.exe
Edit game.cfg (if it doesn't exist, run config.exe) with a text editor, edit lines DISPLAYRESWIDTH and DISPLAYRESHEIGHT with requested resolution.
Run StuntKit_D3D.exe or StuntKit_Glide.exe, depending on wanted graphics API. These programs will load all sk*.dll modules and start the game.