Installation:
Extract all the files and folders to your GTA IV/EFLC main folder -

GTA IV
Retail: C:/Program Files/Rockstar Games/Grand Theft Auto IV
Steam: C:/Program Files/Steam/steamapps/common/Grand Theft Auto IV/GTA IV

EFLC
Retail: C:/Program Files/Rockstar Games/EFLC
Steam: C:/Program Files/Steam/steamapps/common/Grand Theft Auto IV Episodes from Liberty City\EFLC