Well, assuming of course you have MUI installed ;-) ... to install it manually you just copy the contents of the 'progfiles' directory in the archive into a folder on your HD called 'MUIMine', then copy the 'images' folder (as a folder, not just the contents of it) into the MUIMine folder as well.
The last thing to do is rename these files:
minefieldimage.col > def_minefieldimage
facebuttonimage.yellow > def_facebuttonimage
digitsimage.7seg.red > def_digitsimage
This is to choose the default images for the minesweeper window. You can change them later from within the program, but it's possible that MUIMine won't start without the default image files being named.
There's more in-depth docs about it in the archive that's on Aminet.