With Joomla 1.5, installation of all extensions has been unified in the Extension Manager available in the Administrator interface. Login to your Joomla Administrator interface. Click on the Extensions menu and select the Install / Uninstall option. With Joomla 1.0, you should select the Installers > Modules option to install the module.
In the Upload Package File pane, click the Browse button select the module file that you want to install. When you click the Upload button, the module will hopefully upload successfully.
For oomla 2.5 log in admin area. Navigate to Extensions -> Extension Manager. Click on the Browse button, find the module archive file and click on Upload & Install.
Once the module is installed you can manage it from the Extensions -> Module Manager area.
For joomla 3 Log in to the Administrator section of your Joomla website ( www.yoursite.com/administrator ).
At the top menu click at Extensions -> Manage -> Install. At the "Upload Package File" tab, you can drug and drop the file you want to install or click in "Or browse the file" green button. On the popup you can select the file and install it.