Upload downloaded files to the '/wp-content/plugins/' directory. So that you should see something like '/wp-content/plugins/cross-linker/' there.
If you aren't using any of previous versions yet, activate the plugin through the 'Plugins' menu in WordPress. If you're already using some of the previous versions, then there is no need to activate it. Deactivation is not necessary for upgrading to a newer version.
Requires: 2.6 or higher Compatible up to: 3.8.1 Last Updated: 2014-1-22 Downloads: 83,119