should I just download them from (give me some links :D), and choose install in the extension manager, and then it should work?
Some hosts support webdav / caldav natively. You will need to check with your host to determine this. If they do you will be able to publish straight form your calendaring application.
If your host doesn't support caldav or webdav you need to download something like phpicalendar.
See this link: http://phpicalendar.net/
and install on your host. You will then be able to publish calendars to phpicalendar and pick them up in pbbooking.