How do I install it?
I have no idea, but if you just want to use the Gimp plugin you don't need to install the library, it's embedded in the windows zip file for the plugin.
I dont understand.. is there no way to get it installed on a windows machine other than installing GIMP?
Currently, the only way to get the library on Windows, as far as I know, is to compile it yourself: see this thread for some directions about that.
This seems to make sense, however, since if you need the library and not the GIMP plugin (or the digiKam plugin) then you're much probably a developer.
Also, note that in the GIMP plugin Windows version the library is compiled into the executable, so if you need the library for something else that's not the way either.