Working With the Package Manager
You use MiKTeX Package Manager (MPM) to install and remove packages.
The package manager can be run in two modes: batch and windowed.
MPM runs in batch mode if you specify command-line options such as --install and --update (see mpm(1) for a list of available command-line options).
To start the package manager in windowed mode, click Start → Programs → MiKTeX 2.9 → Browse Packages). You will see a window similar to this:

Installing Packages
You install packages as follows:
For example: you want to install the ConTeXt package:
Locate and select the ConTeXt package in the list view, e.g., type the key sequence C O N T.
You can now click + to install the package.
Searching Packages
Sometimes you don't know the name of a package, but you know the name of a file that belongs to the wanted package. In this case, enter the file name information in the file name edit control. Note that the file name information can include wildcard characters (*?).
For example: you need to download the class file weekly.cls:
The list view will be reduced to contain only the calendar package. Selecting calendar and pressing + will install the package.