There really is no installation phase. Here's a rundown of what you need to do.
1) Download addon
2) Locate addon on your computer
3) Unzip addon
4) Copy unzipped files/folders
5) Paste unzipped files/folders to C:/Program Files/WoW/Interface/Addons*
6) Open World of Warcraft
7) Go to Character Selection Screen
8) Click "Addons" in lower-left corner
9) Click "Load out-of-date Addons"**
10) Have fun.
*Default File Location
**Only necessary if WoW has been patched since the release of your addon build
So, make sure you copy all the unzipped addon files/folders, and paste them as they come into your Addon folder. WoW should recognize it as being an addon.
If the addon is not in the correct place (the addons folder) or not unzipped beforehand, your "Addons" button will not appear on your Character Selection Screen.
Remember: There should NEVER EVER be an .exe in your addons! If there is one, it's not likely a legit copy of the addon, and may contain malicious code! Do not use it!