well it depends on the extension.
If you downloaded it as a .qar file you should be able to install it just by double-clicking. Then you can open QlikView, switch to web view (menu View-> Turn on web view) and you will be able to add the extension object by right-clicking and choosing Add new sheet object.
The it is probably the matter of properly setting the object properties.
You can post a link to the extension if you need further help.