You know, the link you provided took me straignt to the English version of the site . . .

Anyhoo. Almost everything there is an installer file. You double-click it and follow the directions, just like installing a program. Most of them will ask for the location of your FS9 folder, but it really isn't a good idea to let it write directly to the main FS directory, as it may overwrite some files that you really need to have.
A good installation technique is to create a folder on your desktop and just have the installer point to that. Then you can transfer all the files to the relevant folder(s) in FS. If I were you, I would install everything first and then transfer it all over to FS. When dropping everything into the FS main folder, you don't want to overwrite anything that is already in there.
Hope all this helps.
Travis