Hi, you unzip the zip file that it comes in, and put it in your games js -> plugins folder. Then you will open up the editor and navigate to tools -> plugin manager. From here, you will double click and then select the plugin from the name field. Some plugins come with additional parameters you need to configure before you can use it, any special instructions for CGMZ plugins will be in the Help part of the plugin manager window.
I also have demos for all of my fully released plugins on my website, if you are having problems getting set up, you can download the demo and open it in the editor to see how something was done.