Installing the new Collections Management is a fairly simple process. Starting in the second half of 2013 an msi installer is available, but the other option is the long standing method of dropping data and chunk files into the Dynamics GP folders.
When you unzip the file containing the install package information, it will have 18 different files in it. The user manual itself gives the best detailed instructions for installing, so it is recommended you take a look at both the user manual and release notes PDF files. The folder structure you need to copy files into is as follows: