For the initial installation, create an empty directory and place the Singe binary inside it. Run the binary with no command line options to cause it to generate all the files needed to make Singe work properly. For example:
C:\Singe2\
C:\Singe2\Singe.exe
Once you run Singe.exe you'll see additional files and directories:
C:\Singe2\Singe\ (Several files created in this folder.)
C:\Singe2\Menu.bat (Or .sh on UNIX-ish OSs.)
To install games, simply unpack them and place their directory inside the directory you created. For example, ActionMax.7z contains a folder named "ActionMax". Place it here:
C:\Singe2\ActionMax\
For all Singe 2 and later games, it will automatically appear in the menu.
To upgrade, back up any changes you may have made to files inside the Singe subdirectory that was generated during installation. (You really shouldn't be changing things in there!) Delete the Singe subdirectory and run the new Singe binary with no command line arguments to generate the new files.