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If you're going to install it as an Apache module, you'll have to download the zip distribution. IIRC the installer does not include -among other stuff- the various modules' binaries. My advice is do that, install it as a module. It's nicer.
From there is a simple matter of copying the module binaries to the appropiate location under the Apache directory and setting your httpd.conf.
PHP Extensions... I can't say exactly which ones will be needed for XOOPS, but I'd say I've had it run with almost no extensions loaded at all, at least a basic install. I usually set things up with domxml, gd2, mbstring, zip and little more, and probably those aren't needed. But depending on what you'll be doing, which XOOPS modules you want, you may add others like imap, pdf, ldap, mcrypt, oracle...