Craig, forget Chrome, forget Edge, forget Firefox, forget Internet Explorer. Just install Java RE.
Download the Java
32-bit installer or the
64-bit installer, depending which OS version you have. The 32-bit version of Java will work on either version of windows.
After you download the installer, just run it. The installer will probably be in your download directory.
You do not need to "build" the PG Über module. You will need open the Base Module in Vassal. Make sure the module is In a directory you want to run it from. I have a sub-directory in my Vassal directory.
Once you open the module the first time, close it. Now right-click on the module entry in Vassal. At the bottom of the pop-up menu, there is an option to add extensions. Use that option to add at least one extension. Vassal will create an extension sub-directory for the base module. You can then add more extensions, either the way you added the first one, or by copying the extensions into the sub-directory using Windows Explorer.