Here are the steps to follow to install phpMyNewsletter on your website.
Decompress the archive in a directory (let say pmnl).
Grant write permission on pmnl/include and admin/logs directories to web server.
Then with your internet browser, go to http://www.yourwebsite.com/pmnl/admin.
Choose the prefered language.
Choose your database type (MySQL only for now).
Provide required informations, database settings, password, path, ...
When this process is over, yhe configuration is finished, congratulations !
Then you can access administration area there: http://www.yourwebsite.com/pmnl/admin/ using the password you provided during installation.