If you are using DNN 7, use this recipe.

To install an extension in DNN 8 or 9, do the following

1. Log on as superuser
2. Go to Settings > Extensions and press Install Extension
   
   ...then upload the file by dragging it unto the screen or clicking on the icon to browse-select the extension. Now click next, and work your way through the wizard

Once the extension is installed, you will probably want to verify that everything works.