If you have an unlocked bootloader and a custom kernel with CWM embedded into it you are able to download that file to your phone and flash it through CWM.
If you have a locked bootloader however you have two options;
1) Download the file to your phone and then extract it. After extracting it you are able to move all of the files in the .zip to their relevant place on the /system partition.
2) If you don't want to do that you can download Flash Gordon and install that to your phone (search it in the forums) and then download the runtime.zip to your phone and then use Flash Gordon to flash it for you. Flash Gordon is similar to CWM, however you cannot flash ROMs in it and you don't have to reboot your phone until after the mod has been installed.
My Phone: Sony Xperia Z1 Compact | ROM: Modified Stock | Base Firmware/BuildNumber: 14.4.A.0.108 | Android Version: 4.4.4 | Kernel: Stock (Unlockable Bootloader) | Network: giffgaff Stolen
My Tablet: Google Nexus 7 (2012) | ROM: CM11 | Base Firmware/Build Number: 11-20140527-NIGHTLY-grouper | Android Version: 4.4.4 | Kernel: CM11 | Network: N/A
Backup/Development Phone: Sony Xperia M C1905