installing packets

Ok so im not exactly new to programing in c++ but i have never installed any of the extra packets independent developers have made, such as gmp and flint (im using windows, and Dev-C++ by bloodshed).

I was just wondering if some one could give me a quick how to on installing them (and others, general stuff) so i can use them xD.

The developers website weren't very specific and they lost me when it came to installation.

thanks, Crim
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