There is nothing to install!

WINDOWS: we assume you have Visual Studio.
Connect to the MSVisualStudio directory and 
open the file osExamples.sln

LINUX and Mac OS X. You need to have pkgconfig on
your machine. Connect to an example
directory. Set 

export PKG_CONFIG_PATH=path_to_/lib/pkgconfig

type make.

Also see documentation at

https://projects.coin-or.org/CoinEasy