I have downloaded a Visual Studio extension. How can I install it to Visual Studio? (Note I am using Visual Studio 2012 Express)
It's very simple. You run the extension (*.vsix) like you would run an application and it will automatically install itself to your Visual Studio installation.
You can then start Visual Studio and go to Tools => Extension Manager to confirm that the Extension was installed successfully.
Keep in mind that Extensions are only supported on the Premium versions of Visual Studio and it's not possible to use them on the Visual Studio Express editions.