Just drag and drop to your Eclipse workspace :
itemis offers a complete ready to use Eclipse distribution which contains everything you need to get started with language development. You can find them on the company's professional support page at xtext.itemis.com
Xtext can be installed from the following update sites:
If you instead prefer a downloadable updatesite or an SDK zip, please have a look at the following site : http://www.eclipse.org/modeling/tmf/downloads/