I am not sure what you mean by trying to set up development environment and workflow and how you are expecting Thunder to help you.
By remote project I mean every project which you do not have local access to. The download button should work if you have a project where you have some version of the Thunder module installed and working. This should be true for all projects with version 5.*. In the newer versions of Sitefinity, you can go to site's backend -> Administration -> Modules and see if Thunder is installed and enabled. If you are unable to resolve this issue, I would recommend opening a ticket about this to send us your solution and database so that we can test it locally.
Sitefinity Explorer works using the connection which you have created. It does not require you to have the project opened locally. This will work after you resolve the issue with the Thunder module in your Sitefinity project.
In the second video, Josh installed the extension and after restarting, he opened a Sitefinity project which he has created using the Project Manager. Thunder does not create Sitefinity projects, it is a development tool which is designed to help you work with Sitefinity more easily. To create a new Sitefinity project, please use the Project Manager.
Please let me know if I can be of further help.
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