NVIDIA’s CUDA development tools provide three key components to help you get started: the latest CUDA driver, a complete CUDA Toolkit, and CUDA SDK code samples.
Please download files and install them in this order:
1. CUDA Driver 2. CUDA Toolkit 3. CUDA SDK code samples
The CUDA driver and Toolkit installation are required before running the precompiled examples or compiling the example source code.
More Info at; http://www.nvidia.com/object/cuda_get.html
Also Read Cuda Architecture and Overview at; http://developer.download.nvidia.com/compute/cuda/docs/CUDA_Architecture_Overview.pdf