Good question! The expansions are separate purchases from GuyEngine itself, and they do come with install instructions. Basically you'll just extract the files into the same folder as GuyEngine.
Every time I release an expansion, GuyEngine itself gets an update with a few extra instruments added for free. Those extra instruments are a small selection from the expansion so that you can:
A) Get free additional content
B) Get an idea of the expansion to decide if you want to buy it.
If you only buy GuyEngine and never buy a single expansion, your library of instruments will still grow without having to spend any more money.
Hope that answers your question!