First you need to install the repo, using the zip file from the "Add-on" browser, which can be accessed from the skin settings... look for Add-ons.
Once you get the repo installed, "install using repository", Video Addons, then select Covenant. There is huge load on the server for that add-on, so it may take a bit to install the dependency add-ons, and the actual video add-on.
Don't bother with the wizards...they get you into trouble. Learn how to install add-ons properly, and you won't need a wizard.