What problems are you having? Installing it or understanding how it works?
From the download I just grabbed it's a single CFC (ColdFusion Component) file.
So you should be able to drop that into your project and call it in the same way you would any CFC - if you're not sure how to do that then head over to Adobe's ColdFusion Livedocs and do a bit of reading up to help you with the basics.
The CFC contains several functions, and these are the "tools" that are available for you to talk to the WSS.
The idea is you call these functions, pass in any custom arguments needed for the Service all and these will give you back a "patch" of data from the Web Service. You can then use in your application.
Hope that helps