Copy both the DMS111.run file and the Blizzard1260.DMS file into your Amiga's RAM disk.
Run the DMS111.run file from the Amiga RAM Disk. It will de-archive itself into various files. The only one you need is DMS.
Insert a blank floppy disk into DF0:
Open a Shell and type in the following (press Enter after each line):
CD RAM:
DMS RAM:Blizzard1260.DMS DF0: