Installation process of pretty clean urls module on own hosting is exactly the same as installation of other modules. In this guide you can read how to install the module that allows to build clean urls without ID numbers.
Installation guide of MyPresta modules
Video guide
Please note that this installation instructions are related to other module, but you can install pretty clean urls plugin in the same way. It is just universal way to install modules. Especially modules from MyPresta - our modules do not require advanced installation / modification process. Just follow the steps and during "upload" use purls.zip file (module library downloaded from my orders section).