the disk will install the files automatically to their respective places. note that the XDK launcher files are to be installed in set locations. you can't put them where you want. if you are still looking for info on how to do it manually, check
this out.
as for the bios, i use TATX_Debug_Dual which can be split to 512k so you can still use another bios if you have 1MB of flash space on your chip. i simply didn't include it in the list of flashable bioses since most n00bs don't know that a debug bios cannot load everything a normal bios does. however, i included it with PBL. just install the debug-configured version of PBL and you will be able to load the BFM version of the same bios. if i remember correctly, this bios doesn't support the focus encoder so you will need a focus-compatible debug bios. i think team gueux made one.