first off I might be a bit too late in helping you here, secondly: I just started implementing this for my app today, and since I write it in Swift, I obviously have the same issue as you. However, I managed to install the SDK now and I can access the TAGManager and the code to open the container.
I installed the SDK using CocoaPods, so unless you also do that I can't really help you with adding the SDK to your project. I would really recommend using CocoaPods though. But since the SDK is written i ObjC you need to bridge the header files in order to use it in swift.
Here is the CocoaPod for Google Tag Manager: https://cocoapods.org/pods/GoogleTagManager
And here is the link I used to get the header files to bridge:http://thiagoborg.es/blog/2014/10/29/manage-objective-c-dependencies-with-cocoapods-on-swift-project/
In the link you provided I'm currently at Getting Started - 3. Opening a Container. Unfortunately I can't get it to open, it stated that it can't find my binary.
Hope this helps somewhat, though :)!