Based on your requirements, the TI folks can prolly advise you better on which toolchain to use. For now, all you need is an SD card with an MBR (master boot record). On a Win PC, the TI SDCard boot utility can do that for you. It is part of the Starterware and is in the tools folder. You can also google for how to format a bootable SD card. After formatting the card properly, copy the prebuilt MLO and uboot binaries into the card. The contents of the card should be:
MLO
u-boot.img
Make sure to do a safe eject. WinOS is notorious for corruption due to delayed writes. Put in your SK EVM and turn it on.