How do i do this?

Ok sorry all, but i have no idea what i'm doing AT ALL! :S

So how do i get this community on my website?

I downloaded this dolphin thingy, but what do i do with it?
Am i supposed to upload all the files to my website? In that case, do i need to upload them to a specific folder...?

And how do i put it in use after i upload it? :S

Yep, you need to upload them to your website.  You can do it in the root, or a subdirectory - since you are new, I would recommend a subdirectory so you don't trash anything you have already done.   YOu will also need to create a database, and a database user, and you will need to know how to change file and directory "permissions" using Filezilla, or whatever you use for uploads.  Read the "install.txt" file that is in the files you downloaded.  Good luck!