Download the file NT.tar.gz. The command
tar -xzf NT.tar.gz
will unwrap this to a folder named NumberTheory. Everything should compile in Isabelle2004 as long as the HOL-Complex library is loaded.
To run the complete session in stand-alone mode, from just outside the folder type
isatool usedir HOL-Complex NumberTheory
To build the complete session in stand-alone mode, from inside the folder type
isatool usedir -b HOL-Complex NumberTheory
It takes about 7.5 minutes on my Thinkpad T40.
If you use Isabelle in interactive mode, you either need to put everything in a flat directory, or do the following trick
Run Isabelle: "Isabelle -l HOL-Complex"
Load "AddPath.thy", use it, and then retract it; that adds all the requisite paths to the theory loader.
Load "PrimeNumberTheorem.thy" and "use" it.