What I do is decompress the file. http://www.openqa.org/selenium/download.action
Once decompressed you should see "selenium-0.6.0" folder. Inside this folder you will see a "selenium" folder
Get the selenium folder and put it in your instance's openacs/www/. Then to access it open a browser and go to http://yourinstanceurl/selenium/
That will launch an index page with the default selenium tests.
Hope this gets you started.
