[bluruld]

This phone will be an uphill battle for you, just return it now.

Though to answer:
Put .cab anywhere on the phone if you are downloading it via the phone or putting it on your microSD card. Browse with file explorer to where you put the .cab file and click it. It will install and should turn your phone off then back on. Go into programs and find what you installed and run it.

To USB tether you must have active sync installed on your computer.