Download the two files (above), put ZigAndZag.mq4 into the metatrader\experts\indicators folder, and put 16_ZigAndZag_trade.mq4 in metatrader\experts folder.
The start a new chart, 5 min, and drag the trade mq4 file onto the chart. Then enable the EA by clicking the Expert Advisors button on MetaTrader.