Bruce,
Step by step:
1) Download the file CKEditor-Provider_2.00.12-UNZIP_FIRST.zip from here. (Most propably ou have done this already)
2) Unzip the file somewhere on your local PC (e.g. C:\Temp\CK)
3) Investigate the unzipped file structure. There are folders called "DNN4", "DNN 5.3", "DNN6" and "DNN7". Depending on your DNN version, you find an installation package (=a zip file) inside these folders. Let's assume you're using DNN 7.2.2, then you find the file CKEditor-Provider_2.00.12_Install_DNN7.zip in the folder "DNN7", this is your install package.
4) Navigate to your web site using a browser and go to Host :: Extensions. Click the "Install Extension Wizard" button.
5) Click the "Choose file" button (or whatever is there depending on your DNN version), and select the install package you determined under 3)
6) Click "Next", and follow the instructions of the install wizard (check "Accept license" etc.). When the install process is finished, click "Return".
7) Go to Host :: HTML Editor Manager. Check if "CKHtmlEditorProvider" is selected (it shoud be, otherwise select it and click "Change")
8) You're done.
Best wishes
Michael