I apologize for the link. Most of the time, chrome copies the protocol also. (link updated)
As for where to put the archived folder, that is up to you. We keep all of our internal widgets in a "Widgets" folder on the root of the site. Once you have the folder extracted, open up your project. Then, with the "Show All Files" set, right click on the new folder and include it in your project. Then you should just be able to build your project. There is an icon next to the "Refresh" icon above your solution explorer. Here
is a link to a site that has an image of the icon.
As for registering the control, you need to follow this
document to add to the "PageControls". Below are the only values you need to enter for the fields that match the image at step 5:
Title: Shared Content
Description: Control to display a content block on the site.
LayoutTemplate: (leave blank)
The control type assumes that you have extracted the SharedContent folder in a folder called Widgets. This folder would be in the root of the site files. I attached a screen shot of the settings section with the widget already registered.
Once the widget is registered, you can then just navigate to your page template and you should have a "Shared Content" widget under the content section on the right. If you created a new section then it will be under that new section rather than the "Content" section. If you do not see the widget then you might need to reset your site. You can do this by making a fake edit to your web.config file. (Just delete a character and then type it back. Then save the file)
I hope this helps you out.