Delphi / C++ Builder:
Execute the installer and follow the instructions. The ShellBrowser components will be installed automatically for all Delphi and C++ Builders version that you have selected and will appear on the "JAM Software" tab of the component palette. A sample project has been installed to the path you have chosen during the installation. You can find it in "Samples\Delphi\Explorer" or "Samples\C++Builder\Explorer".
If you start a new C++ Builder project with the Shellbrowser components, you may need to add the conditional define NO_WIN32_LEAN_AND_MEAN to your project.