How do you install it ?

Well, you can always run its installer.....
Seriously, you just need the CAB in a directory, unpack it, and you have all the necessary files (i.e the pocketquake.exe, that is :D). Then simply drop the corresponding paq file, and you are ready.....simple as that.
Dont expect too much though....FPS is about 14-15, and the controls are somewhat difficult, but you should get a kick after watching run on the Axim...;)