To follow along with the first part of the chapter, you'll need the WinForms designer. At the time of writing, this is in pre-release and can be downloaded from https://aka.ms/winforms-designer.
For the XAML Islands section, you will need to be running Windows 10 1903 or later. By the time this book is published, it is expected that the 1903 release will have been delivered automatically to all Windows 10 machines; however, if you are running an earlier version, then you can force an update by visiting the following link: https://www.microsoft.com/en-us/software-download/windows10.
At the time of writing, this WinForms designer was nowhere near ready for production. Try it out while following the chapter; however, if you find that it is too glitchy, feel free to copy the designer code from the GitHub project.