Without more details about what you are trying to accomplish and what you've already tried, it's difficult to provide a thorough answer to your question. If you are looking to install the User extension for registration and management users accounts on sites using the Yii PHP framework, check out the general documentation about Yii extensions and the User extenstion's page itself for all the information. It can be downloaded from there as well.

If you are using composer to manage your PHP dependencies, the package name is mishamx/yii-user