Let me see if I can help you out here...
Have you ever wonder what happens when TF300 is powered on, how the device know what to do? Below is a sequence of instructions that TF300 follow when you press the power button
1) bootloader "program" is executed.
2) depend on the version of bootloader and your boot up instruction, the bootloader will boot into one of the following (or do some other instructions) :
2a) custom recovery (think of this as diagnostic tool)
2b) your regular Android (aka the rom roms).
Hence, from the above, you need to perform THREE BIG STEPS.
If you have never root/unlock/rom your device, your very first step is to "unlock the bootloader", second step is to install recovery and third is to install rom (and/or kernel).
Step 1) unlock (bootloader). You only need to do this ONCE in your TF300 device's life time. Basically, once it's unlocked, you don't ever need to do it again. If you do this correctly, you'll see a message indicate the tablet is unlocked whenever you reboot the tablet.
Step 2) install custom recovery - this often is done with "adb" tools where you connect your device to your laptop.... You need to "boot into recovery" in order to install roms. This is arguably the trickiest in rooting/rom an android device.
Step 3) once step 2 is done, you "reboot" into custom recovery, and install the roms you donwloaded. Once this is done, reboot and enjoy.
For details of each steps, there is a huge section on xda-developers
My recommendation is to google on the topics, watch some youtube (warning, can get boring). Read until you are comfortable.