A: It is a mistranslation common in non-English forums. People say "install" when they mean "save to device" or "set up playback." You do not install a video; you install a codec pack or player.
: Necessary if you want to watch in the original English or 4K resolution. Select Audio Language
Once you've downloaded the file, ensure you have a compatible media player to play the file. You can use VLC Media Player, which is a popular and versatile player.