Basically, the thing should come as a floppy image (or as part of a larger multi-tool cd ISO). Follow the directions on the page you got the thing from for creating a bootable floppy (or cd, based on what you downloaded), boot it, and let it run for a few hours to do the initial "burn in" for memory (and to verify that your memory working the way it should).
If you need more detailed instructions than that, please be specific on what you are confused about.