When you've finished downloading, just put all the files in the same
folder. The author is happy to let you do this - it's in the
Discussion page.
The second on-line 'colour scheme generators' is located at:
http://www.colorschemer.com/online.html
The files you need to download are:
online.html
default.css
and
funcs.js
Again, all links are relative so just put all files into a single
folder. There is no mention on the site wether this is an acceptable
practice or not.