Download it and run the installer, and it should ask you were it want's to download to. The easiest way to configure the INI is to download a tool called New vegas Configurer. Tweaking the INI file is one of the most effective ways to improve Fallout NVs performance, this is also true for Fallout 3. Luckily, Fallout: New Vegas doesn't suffer as much as Fallout 3 in this department, although we can still make improvements. Performance is a pretty important part of the gaming experience, really it can be a deal breaker. Remember that even if this guide can't help you, you can look on the mod pages to see if they lend there own help, also internet forums is a great resource.
This guide will go into considerable more detail than my video guide. Welcome to the detailed counterpart guide to my Fallout: New Vegas Remastered guide.