Go to %appdata% (Windows start menu, run..., %appdata%)
Go into the minecraft folder there.
Drop this file in the "bin" folder. It will replace a file there called minecraft (or minecraft.jar).
If you want to install zombe mod, you need to use the minecraft_zombe.jar file instead of minecraft.jar.
If you've never installed the flymod/zombemod before, download all the files below and put them in a folder named mods/zombe/ in your minecraft folder.