Volumetrics? New jazz?

Hi, i feel like a dope but I will ask anyways.

How do you install additional packages for blender. Stuff that has not been included in the latest blender version.
I really want to install True volumetric s and I don’t know how. When I download from the site I get a file that looks like this-
what do I do with that?
I know I am a dope but if you could help me anyway I would appreciate it. I can’t grasp why this dose not make sense to me.

Thanks for your time.

well .7z is a compressed file so you’ll want to get 7zip (free, opensource) or winrar(free, but trial) to extract it. i think mingw is a linux/windows cross-compiler so yeah. the win32 means it’s for windows
other than that no idea

I got it to work, thank you! I would not have figured that out.