Behringer software with Xenyx QX1202USB - Help!


Finally decided that, rather than fumbling and floundering around, I'd come here & ask (hopefully) the guys that know the answers...

Bought a QX1202USB a little while back & have been using it as a quick & dirty way to listen to my guitar & play along with YouTube videos & other music tracks. So far, so good.

However, I notice that there's a chunk of software that I can download & as I'm now wanting to do some recording using Reaper, I wondered how the "All software for Windows" could help (if at all) and, if it can, wtf do I need to do to make it work?

It includes...

  • Audio software (Audacity & Podcasting stuff) - though I'm going to use Reaper so can probably ignore these

  • VST Effects - a zipped folder containing other zipped folders

  • VST Hosts 

  • VST Instruments - a zipped folder containing other zipped folders

So, do I have to unzip each one in turn or can I do in one go & if so, where do I send them to and how do I use them?

Would really appreciate it if someone could point me in the right direction as I've not much hair left that I can risk tearing it out!