XEmacs for Windows
To install packages in Window’s XEmacs I had to:
1) Tools-Packages-SetDownloadSite-OfficialReleases-US (Main XEMacs site). (I tried with some of the official european sites but the packages I needed were missing)
3) Go to the package you need (with the cursor! mouse gets confused for this) and right-click mouse on “Toggle Install” and on “Add Required” and finally on “Install/Remove Selected”.
Say yes to whatever questions is asks about creating new directories