I don't know how to install the WPMU DEV Dashboard Plugin. HELP!

I just signed up for my first month's WMPU Dev Membership. I downloaded the WPMU DEV Dashboard to my PC. I tried to upload it to my Wordpress site, but it didn't seem to work.

Can I download it directly to my Wordpress Site? Can someone walk me through the process? I am familiar with basic Wordpress. I am not as tech savvy as others. I NEED HELP! Glurz