To make it simpler, you should unzip the converter files directly into the videos folder where you have the YOG files located.
Then you need to open a command window for it. If you navigate to the folder where you put the converter and hold shift while pressing right mouse button, in the popup menu you'll see "open command window here". Click it, and in the command prompt write:
conv xxxxx.yog blabla.avi
where xxxxx is the name of the YOG file to convert, and blabla is the desired output file name.
It should start converting the file, creating the resulting avi file in the same folder.