How to install a .net component in Visual Studio?
Installation:
1st step: Right click on Component Toolbox and select "Add/Remove Items" ("Choose Items" in Visual Studio 2005).

2nd step: Press the Browse button on the dialog that appears.

3rd step: Find the dll of the component and press Open.

4th step: The component appears in the list. Press Ok.

5th step: The new installed component appear in the Component Toolbox.

Running the demo applications:
To be able to run the demo applications delivered with the components, you need to set (correct) the reference to the component dll and save, close and reopen the solution in Visual Studio.