To install a module, please login as host,  navigate to Host - Module Definitions. Click "Upload new module" , select the private assembly of the module you purchased ( a zip archive). press Add ,  Upload . OK.

Then you will be able to see it in Module list , at the top of each a page.

By the way, if you are using DNN 4.x , some times you may get a error of "Can't access a closed file" in installation process(so do other modules). you have to modify your web.config to fix this problem:
Ensure words in bold exist in your web.config file.  It should be around line 194.
    requestLengthDiskThreshold="8192" />

Thanks.