Hey Michael,
You install Facebook Importer like any other WordPress plugin – I’m not being rude here! I just want to underscore that this process is the same for any plugin, and so it’s not something specific to Facebook Importer.
The easiest way is probably to just go to Plugins > Add New in your admin area, then click “Upload”, and then select the Facebook Importer .zip file which you can get here on this site at http://theeventscalendar.com/my-account/downloads.
If you’re interested in other methods or a more full-featured tutorial on this matter, definitely Google around a bit and find a tutorial that appeals to you.
Let us know if this helps or if you have any follow-up questions.
Thanks!
George