You do not need this if you have already downloaded the parts separately.
1)Download all parts to the same folder
2)Run the TheSundering.exe and let the installer do the job
3)Make sure the path is correct (C:\Program Files (x86)\SEGA\Medieval II Total War\mods\The_Sundering) or wherever you have installed your game.
4)If you are using Steam be sure to follow this tutorial to get the mod to work.