Setting up a Expert Advisor is a relatively straightforward process, after you do it a few times you will discover it is surprisingly easy. Normally you get an Expert Advisor in the form of a .mql4 or .exe4 file extension. This folder is then saved to the experts folder of your Metatrader4 directory in Program files, like so; 
When you re-open the
Metratrader4 Trading Terminal you will see the Expert
Advisor you just saved in the Expert Advisors Tree found
in Navigator Window: 
 
After you have located your EA,
just open the chart of the currency pair it is designed
to run on, identify and apply the timeframe and attach
EA to the chart. When you apply an EA to the chart, the
inputs box will request what lot size you wish to trade
at and so on. When your EA is running, it will have a
small smiley face running in the upper right corner of
the chart. It's very easy and user friendly. Full
Installation and optimisation settings are provided with
each EA purchase. 
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