WordPress.org

Download the plugin and save it on your computer. Unzip the file and upload all files in the zip archive to your /wp-content/plugin directory. Now you have this structure on your webspace: /wp-content/plugins/wpfancybox/

Browse in the admin panel to the plugin site in your wordpress and activate the wordpress fancybox plugin. All links to files that ended with jpg|jpeg|png|gif|bmp|ico are now on click shown with the fancybox.