Install like any other plugin by placing the cloudfront_signed folder in your /system/expressionengine/third_party/ folder (or wherever you have your add-ons installed).
Before using the plugin you'll need to create a Cloudfront key/pair for the trusted signer. Upload the public key to a secure location (above webroot) on your server.
Update the config.php file in /cloudfront_signed/ to include the location of the newly uploaded public key file and a default key-pair-id.