SWFPut provides a flash video player for posts and pages, and a widget, and optional HTML5 video fallback.
SWFPut is installed through the WordPress administrative interface.
Fetch the SWFPut zip file; save it on your computer
Log in at your WordPress site
Select 'Plugins -> Add New'
In your system's file selector, select the SWFPut zip file; select 'OK' or equivalent
Select 'Install Now'
Select 'Activate Plugin'
At this point "SWFlash Put" should be an entry on the plugins page. The Settings menu should have an item "SWFPut Plugin".
If the above is not so, there is probably a problem at your site's host; for example if the host is Unix system there is very likely a problem with incorrect permissions metadata (mode) on a directory such as wp-content/uploads, or an unsuitable user or group ownership of (probably several) files and directories. This can be a frequent problem if the host has PHP configured in "safe mode".
If the host is not a Unix system, I'm sorry to say I cannot help; maybe your hosting provider can.
If the installation was successful, you should see a "SWFPut Flash Video" widget under 'Appearance -> Widgets' and a form entitled "SWFPut Flash Video Shortcode" on the posts and pages editing pages.
For additional help, you will find README* files (differing in format, and excluding 'readme.txt', which is this file) that discuss the flash video player in more detail.