Have you installed an extension object before? Just download the files from the posting on community. Double click on the .qar file and that will install the extension object to your desktop client. Then you need some data to analyse. Take a look at the READ ME FIRST file, as it will explain the type of data you will need in your QlikView application.
Once you have created a QlikView application with suitable data, switch to web view (under the View menu). Extension objects only work in web mode or when accessed with a browser client via QlikView server. The right click the sheet, select New Sheet Object, and select the Extension Objects bar at the bottom of the resulting dialog. You should see Wind Rose chart there. Drag the object onto the sheet and configure the properties according to the READ ME FIRST file.