Install a plugin to my blog – I don't understand exactly how

I do not know how to upload the plugin that I just downloaded to my computer. When I need a plugin that is not on my list of available plugins, I go to the wordpress.org to find it and then basically, after I have found it, downloaded it, it is now sitting on my computer. This is what I do not know how to do………
I do not understand how to “upload the plugin” to my blog? How do take the plug in from my downloads file and move it to my blog so that I can use the plugin?

I need this plugin first on my blog so when I find other plugins that I need I can upload them to my blog with a single click.

Does this make sense?
I hope so; I am stuck here until I get an answer that I understand. Please pretend that you are speaking to someone who is very illiterate about wordpress?

Thank you.

http://wordpress.org/plugins/wordpressorg-one-click-install/