Help about SGE's installation!

Hey dudes, what is up …
I am trying to install SGE (SDL Graphic Extension; which gives to you very benefits in 2D graphic functions; thank you Krata for have recommended it to me) on my Dev-C++ 4.0. I downloaded the necessary files from the Internet and I already installed SDL on it (Dev-C++ 4.0). I just want to know if there is some “help file” (it could be a simple ‘readme.txt’ or something like that) that could help me step by step. I tryed to read some archives which come inside on the SGE’s zip file (sge020104-w32.zip), just to see if I would understand something, but I didn’t understand nothing (just some parts); or, could you guys tell me how can I install it ? I would appreciate if you could help me. Please ?! Thank you.