AFAIK I've already installed TD via the Boards Manager?
Build in Boards Manager (plus adding udev rule on Linux) is all you need with Arduino IDE 2.3.6.
The special installer is only used for IDE 1.8.19 and earlier. Boards Manager in those old versions wasn't capable of installing everything Teensy needs. That old software was hard-coded for "everything must be a serial port or network socket from Arduino Yun". To make Teensy's special non-serial USB modes work, the only (feasible) way was with a special installer.
My simple question regards this line:
4) Download the corresponding Teensyduino installer.
Where is this 'corresponding' file exactly?
Most browsers default to placing the installer into your "Downloads" folder.
Again, the installer is only for old Arduino IDE 1.8.x. When you run the installer, it will ask you for the location of IDE 1.8.x. If you have the IDE installed in its default location on Windows or MacOS, the Teensyduino installer will automatically default to that location. If you want to have more awareness of the location where the installer actually installs files, make a mental note or take a screenshot before you click "Next". Or just run the installer again for the sake of seeing where it offered to install the files. Of course, if your old IDE is in a non-default location, you probably already know where because you would have needed to specify that place when installing the IDE, and again when running the Teensyduino installer.
With the new IDE, the Boards Manager inside the IDE does everything for you. Arduino really improved Boards Manager starting with version 2.0.0, so much that we don't create special installers for the new IDE.
