I think you've found the first one regarding the image yourseld.
I'm not sure about the php chat but I would have thought it would come with instructions for adding it?
If it's an addon for the forum (I don't think it is mind) it could be simply unzipping the folder it's contained in and copying the files using ftp the the correct location (possibly forum/addons) on the server.
If it is a stand-alone program (and not installed from Fantastico), it will probably need you to copy files to the server in the directory you want the program, create a SQL Server database (this is done through MySQL in cPanel) and then run the specific file to get the thing to install. As I say though, the program should come with some sort or Readme file.....