installation

For running the packages You should put the  corrresponding file (pfq.m, HornFunctions.m or AppellF1F4.m)  in  the one of the default list of directories to search in attempting to find an external file. This list You could obtain by runnig in Mathematica the command "$Path"

Then the package could be run by the command

<<pfq.m

for running the pfq package or 

<<AppellF1F4.m

for running the AppellF1F4 package or 

<<HornFunctions.m

for running the HornFunctions package.

Another way is to put the explicit path to the package file:

<<"c:\\my_directory\\pfq.m"

<<"c:\\my_directory\\AppellF1F4.m"

<<"c:\\my_directory\\HornFunctions.m"

Note that You should put the path to file in the quote and use double slash for directory delimiter.

After that You could  use  functions of the  HYPERDIRE project.