They all come with instructions...you need to read those carefully. They plugins usually go in /wp-content/plugins/
Hi I had some problems with this the other day and someone kindly helped me out. Upload them to your wordpress plugins/widgets folder. If you haven't got a widget folder upload them directly into the plugin folder. Go to your dashboard then to plugin's and you should see them listed there. Click 'activate' then go to 'presentation' and then widgets. Now you'll be able to organise where the widgets go in your sidebar/s and edit them. Lily
www.pluginplace.com has walkthroughs for a couple of the more popular plugins (more walkthroughs coming in the future as well)