1. the best way if you're new to ls is to use this module for each theme on it's own (not global) so, set those lines (inclusive *NetLoadModule line) into your Theme.rc (\themes\"ThemeName"\Theme.rc), or a file below this root. be sure that your Desktop module (jDesk or Desktop2) is loaded before any other Module!!

2. you can put the zip file into your \modules\archive\ folder and load with the line:
*NetLoadModule xDesktop-1.2
this means it will show first into your \archive\ folder if the zip file exists, extract and place(rename if needet) the module in the right directory.
Cerbie is right, the Load module-revID.dll is only needet if there's more then one module in the zip file, so here not needet.

3. most themes use this variable for the folder \themes\"themename"\config\ ... if you want to be sure, use $themeDir$ instead of $configDir$

4. the 'yourdesktopfile.rc' means, name it as you want to ( that's why "Your Desktop File" ;)). it will create this file if it doesn't exist, and place the desktop icons (positions, links, number) in this file. I personal prefer "$configdir$desktop.rc"
the include line after xDesktopConfigFile "$ConfigDir$yourdesktopfile.rc" has to be set, that the icons can be createt on your desktop