To install the URBI engine for Mindstorms NXT, run the installer and follow instructions.
Then launch the URBI server (trough the start menu) which will interpret your commands and control the robot accordingly.
Finally, launch a program to be able to send commands to and receive
information from the URBI server. Different programs may be used for
that, for example you will find URBI_Console in
the gostai menu.
Then click on the Connect to LEGO Mindstorms NXT
button of the URBI_Console.
You are now ready to start programming with URBI in the URBI_Console. You can try to lauch single commands through the command line at the bottom of the interface or load files using the specific button.