From the introduction:
Three Kings is the first scenario in the Zero Point campaign, an epic and episodic series of adventures for the Achtung! Cthulhu setting. Achtung! Cthulhu is a setting for Lovecraftian roleplaying in World War Two, allowing you to play investigators uncovering the terrible secrets of the Lovecraftian Mythos which threaten the world when humankind is already poised to tear itself apart.
This version of Three Kings is intended for use with the Call of Cthulhu roleplaying game, published by Chaosium, Inc. Everything else you need can be found there. Pre-generated characters, created using the 6th edition Call of Cthulhu rules, are provided in Appendix One on page 29, below; you can also create your own investigator characters using the Call of Cthulhu rules.