Generally, it doesn't matter. You may use text editors like Leafpad, notepad, emacs, vi, ed or even the cat command. You may also use an IDE.It really doesn't matter...
The signal filtering library can be found at: http://playground.arduino.cc/Code/Filters
Circuit Board Design Class
PCB Concepts and Materials
Assembling the Board
Laying Out the Board
Skills Infusion & Going Further
What is the error message that you receive?
Try to use an older version like Processing 2.x.x. That allowed me to run it.
What You'll Learn
Your First Experiments