You'll need to get the LHA archive from aminet (I would usually post a link, but the site seems to be down) if you don't already have it. You'll need to do a search for "lha%." (without the quotes). It can also be found on almost any Amiga cover CD (usually in CD:C). Put the lha file into SYS:C and open a shell and go to ram:
lha -x archivename.lha
This will unpack the archive and you can then install it to a location of your choice.
Also, if you can't see some files go to the Workbench Menu -> Window -> Show -> All files.
Some of that you'll already know, but I thought I'd be a bit more thorough with my answer :-)
