Hello,
Only the site shaper will have modules pre-installed. A template install is only the template itself, it has no way to include modules with it.
If you want to manually setup each module you would have to download each of those individually from our free and club extensions downloads areas, and install them into your installation.
I would highly recommend installing the site shaper into a sub folder so you have a live example of the demo and can copy what settings you need.
There is a tutorial given here for setting up the login:
http://www.shape5.com/demo/prestige_academy/index.php/tutorials-mainmenu-48/s5-login-and-register-setup