Unzip Calculus.zip then copy the Calculus folder and its contents to
AddOns/ExtraPackages in either the Mathematica main directory (e.g.,
/usr/local/mathematica in Linux) or the user's own home directory
(e.g., $USER/.Mathematica/4.1 for Mathematica v4.1 in Linux), start
Mathematica and choose the menu option Help -> Rebuild Help Index.  To
load the NFourierIntegral package, either use
<<Calculus`NFourierIntegral` or Needs["Calculus`NFourierIntegral`"].

A breakdown of the Calculus folder's contents now follows:

Documentation		Folder containing the package's documentation
NFourierIntegral.m	The latest version of the package (currently
			v1.1)

The Documentation/English subdirectory contains the following files:

BrowserCategories.m	Determines the documentation's position in the
			Help browser's hierarchy
BrowserIndex.nb		Page that appears upon searching for
			"NFourierIntegral" in the Help browser's
			Master Index
NFourierIntegral.nb	Documentation notebook

For further information, search for "NFourierIntegral" in the Help
browser or simply enter "?NFourierIntegral" at the Mathematica prompt.