Welcome to SAS BlueBird
First off - be prepared to have this moved to the "New Member Safety Area."
To answer your question - C.U.P. is your complete package to begin with. Go to the download page, begin downloading its files and manual. Then begin to read the manual and the install instructions that come with each module and file and above all, be patient.
Keep in mind that you can get help along the way BUT if you begin asking questions that others have asked before, you received errors during your install, etc, etc. you will receive some negative replies. The reason for this is that everyone here volunteers their time to support the site and the MODs. It is completely free and with such support it is expected that you take the time to read the instructions that have been so carefully prepared. Also, if you have a question that the install instructions/manual is not clear for you - do a search in this forum - you may find it has already been asked and answered.
Are you focusing on a particular time period to fly? Il-2 is obviously focused on WW2 but C.U.P. provides modules for WWI, the inter-war years and the jet age as well. You need only install the maps "MME files" completely then the time period you are interested in.
Are you new to IL-2? FYI - you can have as many copies of the game on your PC as you like so if you would like to try more than one MOD, example C.U.P. and HSFX, than you can have one game for C.U.P and one game for HSFX.
Also keep in mind - you must use Il-2 1946 ver. 4.12.2 for any MOD you wish to use including C.U.P. or HSFX. IL-2 1946 ver. 4.13 and MODs will not work.
Create and maintain one "Clean" copy of Il-2 1946 ver. 4.12.2. Create a new folder and name what you want then select and copy the entire contents of your "Clean"Il-2 1946 folder and paste it into your new folder. Your new folder is where you MOD. If things go bad, you can simply delete the contents of that folder and repeat the above to start new. This is prevent you from needing to re-install the game.
Examples of the Il-2 versions I have on my PC. The below are the titles I use for the folders for each version:
Clean Il-2 1946 ver. 4.12.2
Il-2 C.U.P. for ver. 4.12.2
HSFX 7.03 for ver. 4.12.2
Il-2 ver. 4.13
I only installed the game once, then created the new folders and titled them as above.
Take your time installing C.U.P., read the install instructions for each part before installing that part, and when you have it installed - enjoy.