No special measures necessary, follow the standard installation process - extract the /xnewsletter folder into the ../modules directory. Install the module through Admin -> Modules. If you need detailed instructions on how to install a module, please see the XOOPS Operations Manual.
Upload the module to your website
Upload the 'xnewsletter' folder to {xoops-rootdirectory}/modules folder
Login as administrator and enter Xoops Administration page. Select System --> modules and install xNewsletter from there
Configure the module
Most important steps now will be to setup the group permissions for the module and its blocks via System --> groups.