Copy all files and folders to your MyBB root directory and activate it. No modifications to database or files need to be made (also the plugin do not modify any template)!
Notice: This plugin is multilingual and should use the internal language strings of the users language settings. If there is a problem and the plugin can't detect the correct string you can set your own (but hard coded) strings in the file pm.php.
If you don't like the style of the notification box, just modify the file pm.php.