Asking questions that could be answered with a very quick search just means that people will be more reluctant to answer your harder questions. (e.g. asking "VLC, windvd and power dvd, what are those?" will put people off reading much further as any searching would have answered that easily)
Anyway, for the huffyuv files you just need to unzip the huffyuv-2.1.1.zip file to a folder. I used the one from here
Once the file is unzipped you should have 3 files named huffyuv.dll, huffyuv.inf and huffyuv.txt.
The installation instructions are inside the readme.txt file and are as follows.
To install Huffyuv, right click on huffyuv.inf and select "Install."
In other words click on the file called huffyuv.inf with your *right* mouse button and a popup menu will appear, then click on 'install' from that menu (using your left mouse button).
Huffyuv should now be available in virtualdub and other editing programs.
*edited for spelling screwups*