World of Warcraft® addons come in the form of a directory -- usually named after the addon itself -- which is compressed into a file. Simply decompress this file in the following location:

C:\Program Files\World of Warcraft\Interface\AddOns\

Download and unzip the region addon, GoingPrice_US or GoingPrice_EU, pertaining to the region of the realms you play on.

Also (optional but recommended) download and unzip all the realm specific addOn's that your characters play on.
The GoingPrice AddOn's are smart enough to load only the realm specific addOn pertaining to the realm you enter.