It is also recommended to download: "USB Driver pacakge". This allows you to work with a real device directly from the IDE.
Not all "devices" unfortunately. Many of the cheap Android tablets do not work with this driver as they do not have the correct USB IDs for this driver to recognise. It's not an infallible indication but if the device doesn't work with the Android Marketplace then it probably won't support the debugging USB driver. This is because the marketplace needs a unique ID to identify the device and I think it uses the phones IMEI, which non-phone tablets do not have, as the basis for this. Such non-phone devices usually (always?) seem to lack the "phone" USB IDs that the driver recognises.
Note this USB driver is for use with the Android "adb" utility. Devices can also connect as a memory device using the normal Windows USB drivers for USB memory. This mode does not require any external software and, as far as I know, works on all Android devices. To enable the USB for use with adb, and so the B4Android IDE, you need to go to Settings -> Applications -> Development and enable USB debugging accepting the warning. If having done this, and plugged it into your PC by USB, your PC doesn't try to load the debugging drivers but still looks like a memory device to your PC then your device (like mine

) probably doesn't support USB debugging.
All is not lost however

because as long as the device can connect to your network with WiFi you should be able to connect to it this way instead of by the USB driver. Connect the device to the network by WiFi and enable USB debugging as above then at a command prompt in the Android SDK "Tools" folder, folder where adb.exe is located type
adb connect 192.168.0.10:5555
replacing the dotted quad IP address with the IP address of the device which you can find under Settings -> Wireless conntrols -> WiFi settings and press the entry for the connected network name. adb should then work normally.
I find it useful to have the Android SDK "Tools" folder on the system PATH.