Extension are normal WordPress plugins. Just install them like normal Plugins.
By clicking on Plugins > Add new (Wordpress admin dashboard) and entering the word BuddyForms in the search engine you will be able to see the list of free extensions available:
You can also check the paid extensions by clicking on BuddyForms > Add-Ons:
To obtain the complete list of extensions available for BuddyForms you can visit the following link: