You can put the files nearly anywhere on your server's filesystem. The only caveat is that PHP web scripts run under a web server have the permissions of the user as which the web server runs. So the web server's user must have permission to read the class file whereever it is.
Whether or not your class has an install system depends on how the class was packaged. Some come with elaborate scripts to copy files to necessary places. Others are just files you create on the filesystem.
One the class code is written to a file, you can make the code available using PHP's include() or require() functions
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