To install the mod you first have to see what the game folder looks like

If you have the EFLC folder separate from the Grand theft auto IV folder then use option 1

If you have the grand theft auto IV folder and have TBoGT and TLAD inside, use option 2

and replaces.

If you want, you can back up the files before installing it in case you want to revert to the original state

I also recommend installing the DXVK mod