How do I install these?

You're linking to a category that includes everything from Windows themes to skins for individual applications. How you install something is going to depend on what it is and what it's for, read the info that accompanies it.
 
Well some are custom Windows themes you can apply after 'hacking' your uxtheme.dll, some are themes for Windowsblinds (a 3rd party theming utility) and the rest are miscellaneous visual tweaks. Again read the info that accompanies them.
 
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