To install an e-Sword module, right-click its link below and select "Save Target As..." (or your browser's equivalent). Save it to the following folder: My Documents\e-Sword. Open up e-Sword and click the "Topic Notes" tab next to the "Study Notes" tab in the upper right corner of e-Sword and you should see your new module (this is for the default layout; yours may be different if you've changed your settings). Use the drop-down box to select the module you want to use.
You should have the latest version of e-Sword downloaded.