How do I install this?

[preyator]

I really want to do some ai only matches!

[UDXS]

You don't need to install this to make AI only matches.
If you own Civ 5(and you will need to to view the game), just open the Steam tools menu and download the Sid Meier's Civilization V SDK. Then, start a dedicated server with Pitboss, set it to private and make all players AIs and join as an observer.