So you downloaded
this?
If you downloaded .exe, just activate the installer and it will install itself to the proper folder.
If you downloaded them as a package, open the packaged file with an unzipping program like
WinRar. When you have it opened, open the file holding your NWN files. This should show you folders like hak, erf and so on.
Unpack the files to the appropriate folders for example. .hak files go to Hak folder and so on.
If you are too confused by all the hassle, just endure the pain of downloading the .exe file to get it over with easily.
Cheers.