Help! how to install mod menu?

I'm brand new to this group, and am trying to learn some cool new things so, can someone help direct me how to install the files into the game directory(GTAV Online)

If it helps, the one i want to use is KZW's External Menu.

Thanks a bunch guys

If you don't know how to mod I suggest not modding.

That's outdated by over a year. Why bother?

Gotta start somewhere