Delphi Open the appropriate package, DCPdelphiX.dpk where X is your version of Delphi (either 4, 5 or 6). Then press the install button.
C++ Builder Create a new design time package and add all the .pas files from the DCPcrypt2.zip archive including all those in the Ciphers and Hashes subdirectories. Then press the install button.
Kylix Open the DCPkylix.dpk package and then press the install button (note: Kylix 1 users may need to create a new package as with C++ Builder as this is a Kylix 2