If you already have an OpenPFGW installation, you may be able to suitably 'patch update' your current dev level to the most recent level. Patch updates are occasionally available in the Yahoo Groups openpfgw files area . This process is not recommended unless you have experience with the possible difficulties of patching files, especially if you have made your own local changes. It can most easily be done with a version control system, and you suitably label 'official' releases. Other packages install in subdirectories.
Installation here means 'unzip in the specified directory'.
Install it after you have downloaded all other packages required, as it will insert Visual Studio project files into your development tree. The entire project may be built from the single 'openpfgw' project and workspace. Installs in the 'packages' directory. It provides some simple base classes. It may need minor configuration for non-Intel machines.