Download AmpJuke, extract the files in the "AmpJuke-x.x.x.tar.gz"-archive and - if you need to do so - use Filezilla or a simliar FTP-related program to transfer the contents to your webserver.
Open a browser and point it to: http://www.your-web-server.com/ampjuke-directory/
Follow the instructions on the screen. Please take a brief look at the AmpJuke installation example incl. screenshots. It is a great help, it's updated to the current version and it might answer your questions related to installation before you begin.