The Short Answer:
Download the zip, unzip it and copy the contents, respecting the folders, to the root of the target web site. Run the install page by opening http:// your web site.com/SQL/install.php. Fill in the basic SQL database login information, hit the submit button and that should be it. You should now be able to hit the main page.
The Long Answer:
Ok, so maybe a little more explanation might be useful. But seriously, the above description is pretty much the meat of it. The contents of the installation are detailed here on the