I downloaded clickonic and unzipped the folder and took the .dll and put it into litesteps module folder. Is that the proper way to install a module or is there something else i need to do? Then I put in my theme.rc file "netloadmodule clickonic-1.0.4.dll" nothing shows up. So I took the sample config file and edited it but where do I put that file?

You can place it right in your theme "theme.rc" file.

Well I can not even get anything to show up :(.

does the !about box show that the module is even loaded?

In case you're still having problems, the line should be
*netloadmodule clickonic-1.0.4
not
netloadmodule clickonic-1.0.4.dll
:)
The latest Clickonic version is 1.1.2 by the way.