how do i install the wpmu dev plugin after downloading it?

Hi

I am completely new to this environment so I don't know how to do anything. I did do the download of the plugin for wpmu dev but I don't' know how to install it or login or anything. I tried the search but everything I selected says it couldn't find anything so I just need help in gettin this environment up and running so I can start creating wordpress sites.

Thanks very much,
Barbara DiLucchio