Doesn't need anything installed, but a blank window sounds like it could be a basis problem, is any web-based SAP stuff working? Also make sure you have activated all the BSP services first as per the help, as SWNADMIN itself needs activation.
SWNCONFIG will work, but a) it's more complex and many people won't use the additional config options, and b) it's tranportable which isn't always desirable. e.g. You don't want to transport the hostname and such settings, or you may want different schedules for Dev, QA and Prod.
My suggestion is to use SWNADMIN for as much as possible and SWNCONFIG for the additional features if you need it.
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