I just installed my first add-on today and wasn't sure how to do this myself until I noticed the overlap between the directory structure resulting from the unzipping of the addon, and the directory structure where xf is installed. The key word was 'addon'. Poke around until you find it on both sides and go from there.
I first duplicated the structure needed from "addon" in and then copied the files up one at a time. It took a little while but I didn't mind the refresher on the xf structures.