Simply unzip the webgrabber.zip file under a sub-directory (or folder) of your choice (it will become the WebGrabber directory).
If you already have JavaHelp installed, you may delete the javahelp sub-directory that you find under the WebGrabber directory.
If you do not have JavaHelp installed and if the help system is not working, create an environment variable named JHHOME and set its value to the WebGrabber directory.
If you intend to start WebGrabber from the command line, it is more convenient to include webgrabber.jar file path in the CLASSPATH environment variable.