Don't quite get the question, there's an "installation" tab explaining it on the plugin page you linked. You could always go to plugins > add new in your WP admin panel and install from there.
It is all explained on the plugin page: http://wordpress.org/extend/plugins/dirtysuds-category-thumbnail/installation/
I dont know where to add this "[catthumb id="_CategoryID_"]" and this "[catthumb id="_CategoryID_" link="true"]"