If you are simply wondering how to install a cab file, just sync your phone to your computer. Move the cab file to your storage card in the phone. Open File Explorer on your phone and tap the cab file. Select the install location (device or storage card) then soft reset if prompted to.
To change the taskbar icons at the top of the screen you have to install 3 files. sdkcerts.cab, whatever taskbar cab you choose, and nuepowerdriver cab. Find the changing taskbar icons thread here and read it. Step by step instructions are there.
Here is the taskbar thread.
http://forum.ppcgeeks.com/showthread.php?t=49827