1) Create a new folder on your computer called freevst. Inside this folder make some sub folders for your instruments. This will make it easy to find different types of VSTi inside your audio application.
2) Next unzip the instruments you want to try using winzip copy them inside the sub folders keeping each instrument in its own folder. This will make it easier to remove any instruments you may not require at a later date and much more organized inside your audio software.
3) Inside each folder you should see all the dll files and any other dat files which are required for the VSTi to work.
4) Once you have extracted all the instruments you need, you will need to point your VST host application to read the VST folder. Applications such as Cubase, Nuendo, Wavelab, Logic Pro, Ableton Live, Cakewalk Sonar, FL Studio, Orion, Adobe Audition 2.0 can host VSTi directly. Please check your audio application to see if it can host VSTi.