Requires SVN of ULib and ULX. Do you use latest SVN of both?
Actual Zip extraction would go to your servers \addons\ folder
You may want to take the files currently in the zip folder "SticklyMan-xgui-22899ae\" and just extract them into a folder named xgui.
You don't have to, it could be \addons\SticklyMan-xgui-22899ae\ as the zip would end up with no modification.
That can get confusing next time you go to update though as I'm pretty sure that folder name changes every time Stickly Man makes a commit.
Just make sure the info.txt, readme, and lua folders go in whatever \addons\<this_folder>\ you make.
Also, though it may have changed in the past 20+ pages, the first post says console should be "xgui show"
Check server startup for errors regarding xgui if you can't get it to work.
(Also, as with ANY addons, server must be restarted, not just a map change. An actual shutdown, restart)