I've tried every tutorial, but it always leaves me with the same "'thdat' is not recognized as an internal or external command, operable program or batch file." response.
Hold the shift key, and right-click on an empty space
Click on "open a command prompt here" or "open a powershell window here"
type .\thdat
Now you should have a different message, telling you how to use thdat.
If it didn't work, you can get some more help on Google by looking for "run a command line program".
If it did work and you want to understand what it's trying to tell you, you can look for "what is a command line switch" on Google.
Then, to actually extract the files, run .\thdat -x7 "C:\Path\to\Touhou 7\th07.dat"
I've tried every tutorial, but it always leaves me with the same "'thdat' is not recognized as an internal or external command, operable program or batch file." response.