It's very simple. Install it. Click on your download link. You'll get a pop up box to choose Download them all. Select where you want to save to and away it goes. Next download it will remember a list of your download locations to help. There are options you can tinker with later but initially it's very simple. Give it a try.
By default it will segment the download into 4 parts (download 4 pieces at the same time) this can significantly decrease download times.