Well, just install it on the same directory where you have your IWAD files (this is, the main data files for Doom, Heretic, Hexen or Strife), it can be any of them (Doom.wad, Heretic.wad, Hexen.wad, Strife1.wad), even shareware versions work with it, I think. Just run the launcher and select the desired game you wish to play and you are done!
If you have any more questions post them here without hesitation, we will try to help you out <!-- s:wink: --><img src="{SMILIES_PATH}/icon_wink.gif" alt=":wink:" title="Wink" /><!-- s:wink: --> .