Check installation instruction that comes with the script.. it explain very well how to install it .. when its installed, its just to execute the script by clicking on the installed icon.. You should expect increased render times, since it create a lot of lights and therefore takes longer time to process for the renderer.

Note : GI_Joe is not a renderer, its only a script that create a lightdome, but when you render it with the normal Maya renderer it looks like Global illumination - or close.