Okay, to install the plugin, you need to take the files in the plugin and extract them from the zip file. Then you need to select all the files and copy them.
Then you must paste them into your blender script folder. Normally it would be located here:
c:\program files\blender foundation\blender\.blender\scripts
Note that there is a .blender folder, that period is suppose to be there, and blender should have made the file when you installed.
Once you've pasted the plugin files into that folder, start Blender up.
Pick one of the windows and click on the menu button, and change it to the fat looking little "i" for User Preferences

You should see in one of your windows just like the pic I'm showing.
Look at the button at the bottom, you want to click on the one that says File Paths. When you do, your window should change to this:

Look for the box that says Python, their will be a little button in that box that looks like hands praying.
Click on it, and a window will turn into a directory tree. Go to the folder where you pasted all those plugin files. and then click on the big Select Folder button.
Last, in that same little box that says Python, you should see a button that looks like a little note. Click on it once.
Once you have done all that, close down Blender, and then restart it.
Blender now knows all about the Plugin, and you should be able to import and export Ages just fine, as long as you follow the other tutorials on our Wiki here.