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Just to take it from the start, did you do what the FAQ link below describes?
How do I install a module?If you have followed or done the same as that it should be pretty much operational, you may have to configure the module though, eg. add categories and forums, set permissions etc. in the case of the forum module anyway.
Let us know where you are up to, what forum and version you are using, what version of XOOPS you are using etc.
;o)