To install the extension, follow the steps in The Ultimate Guide to Installing Magento Extensions and Fooman Speedster Advanced Instructions and Troubleshooting Guide.

via composer
Fooman extension are included in the packages.firegento.com repository so you can install them easily via adding the extension to the require section and then running composer install or composer update

"require":{
  "fooman/speedsteradvanced":"*"
},

Please note that packages.firegento.com is not always up-to-date - in this case please add the following in the repositories section

"repositories":[
  {
    "type":"composer",
    "url":"http://packages.fooman.co.nz"
  }
],

via modman
modman clone https://github.com/fooman/common.git
modman clone https://github.com/fooman/speedsteradvanced.git

via file transfer (zip download)
please see the releases tab for https://github.com/fooman/speedsteradvanced/releases and https://github.com/fooman/common/releases

• CANONICAL URLs by Yoast - a workaround is provided in the instructions
• MXPERTS JQUERY BASE - a workaround is provided in the instructions