I have been trying to work on a small 3D Project to kinda get me started in the creation of 3D Games.

I keep finding "engines" on the net, but they are all usually "SDKs" Source development kits. I don't know how to run these.
They are not what I am looking for either. I am looking for a like engine with a built in editor type thing where I can create objects, play around with the world, etc.

Does anyone know of one?
Or can they better explain the uses of SDKs?