1) extract the archive and upload it on your server (the archive already contains a /clickheat/ directory, so you can extract it at the root of your website)
2) call the directory from your browser (say http://www.yoursite.com/clickheat/index.php)
3) follow on-screen instructions
To upgrade ClickHeat, just follow the first step of installation to overwrite existing files with the new ones (configuration file will not be overwritten, so your options will be kept). Configuration will be run automatically as soon as you login as administrator.