Hmm.... I want to make another space game with missile trails now.
Pretty sure that GitHub doesn't include submodules when you download a zip. In the real world, projects tend to have submodules because they require them. Git and GitHub seem to think it's better to make you do extra steps to get the submodules.
Try running this on the command line:
git clone --recursive https://github.com/cocos2d/cocos2d-swift-ext.git