[Daniel]

If it's a...

Template Modification
Go to your Admin Control Panel (AdminCP) -> Styles & Templates -> Style Manager -> Select the style you want to use, and in the drop down box select "Edit Templates." Then select the template you are editing, and do what the instructions tell you.

Plugin or Product
If it's a product (which most of the time it is, if in the linked forum above):
Go to your AdminCP -> Plugin System -> Manage Products -> [Add/Import Product]. Select the .xml file, and upload.

If it's a plugin:
Go to the ACP -> Plugin System -> Download/Upload Plugins -> Scroll Down to "Import Plugin Definitions XML File" -> Select the .xml file and hit "Import"

Extentions
You'll need to connect to your web server via FTP to upload the files. Upload the files of the modification to the directories you're instructed to. You may also be required to do some template edits/plugin or product imports.

Code Modifications
You'll also need FTP for this. Connect to your web server, and open the file it instructs you to, and edit the file accordingly. After an upgrade, you will need to redo the file edits. You may also be required to do a template edit/product or plugin import/upload files.

Styles
You will need to connect to your web server via FTP to do this as well. First upload the style folder in your /images/ folder (this may not be the case for some, but for most styles they will instruct you to do upload the file in the images directory). Then go to your ACP -> Styles & Templates -> Download/Upload Styles -> Import Style XML File -> Browse to the .xml file and you may want to customize some of the fields -> Click "Import"