Dash board "plug in"

I am new to all of this and have taken over a website that currently exists. I went to view a video about how to use the system and was notified that I wasn't registered. so I registered and found out I needed to down load the Dash board "plug in". I have done that and it sits in a file in down loads on the computer. I am suppose to "open" the plug in and then hit the button to "finish". How or what do I open to "finish" this process to continue? Thanks