You should have received it in a .zip or .rar file
You open that up (with either winzip/winrar or whatever)
You will copy the gatherer (and any other folders in there) folders into the (assuming you did a default install) C:\Program Files\World of Warcraft\Interface\Addons\ folder. If there isn't one there you need to create one.
After that load up WoW, and at your character select screen at te bottom left should be a button 'Addons' click that, and make sure that 'load out of date addons' is checked on the window that came up and make sure that that addon is checked in the window.
Hit okay and load up your character, it should be on there with no problem.