copy xgui in your pd directory.

[linux]
  it's better to do a make uninstall with your old version of xgui before installing the new one.

  from a terminal :
    make
    make install

  Thats all !!!
    it will copy the right files @ the rigth places,
    but only if you have install pd with make install too.

  Test it by running pdx from a terminal

  make uninstall
    will remove all the files created by "make install"

[windows]
  extract the xgui_x.xx.tar.gz into your pd-path
  for ex.: c:/pd/

  Run "install.bat", it will copy the right files @ the rigth places.

  Test it by running pdx.bat

[other & all]
  Seg is very easy to install just have a look into makefile & install.bat
  and you'll have all the information to install it manually.

  In fact you d'ont really need to install anything :
    just extract the archive in your pd directory.
    Then run xgui & pd with the right options : check pdx.* for details.