The best way of doing this is via FTP.
The far majority of hosting plans offer FTP connections - if you're not sure what your FTP details are, then you'll need to contact your hosting provider and ask them "What are my FTP details?".
They will give you a server name, username, and a password.
With these, you can make a connection to your website using FTP.
If you don't have any FTP software, you can download one of these free ones:
...you can simply use your browser window.
To use your browser window, in your address bar simply type:
...where "username" is your FTP username, and "domain.com"
is the name of your FTP server.
(If your username contains an "@" symbol, simply replace it with a "+" symbol when using the FTP connection method
Once you've made an FTP connection to your website, create a folder called "dlg", and upload the files held within the "dlg" folder on your computer, into the "dlg" folder on your website.
If you see a folder called "public_html", "www", "httpdocs", or something similar, make sure you put your DLGuard folder inside these folders. This will make DLGuard accessible via the web.
You'll need to refer to your FTP software's help file to find out how to upload files, but with most it is simply a matter of dragging and dropping the files from your hard drive onto your website folder.