Doulos05, you only have to copy the JSGME into you Main SilentHunterIII folder in Program Files on your C Drive... or the drive you installed SH3 on. Make a shortcut and drag it to your desktop. Then create a folder in the same Main SH3 folder and name is Mods. I say copy as it'll save downloading them all again.
For any mods you want to use I suggest you download them to a SH3 Mod folder.... JSGME too Then Copy/Paste them into the Mods folder you made. Then click on the JSGME shortcut to open it and install the mods. Highlight a mod and click the arrows facing the right to install it in SH3.
Seems hard to do but it's actually very easy. Just play with it and you'll do ok.
Good luck and enjoy.