The instruction on how to install the EtherCAT master are on the website. Scroll down...
github.com/icshwi/etherlabmaster
If you haven't done already...download, burn to USB and install the org LinuxCNC 2.8.2 ISO and then try to follow the instructions.
Installing the EtherCAT master and get it working is one thing, but getting your Servo working might be an even bigger challenge. There is no setup or configuration wizard for this and it usually requires a lot of try and error and manual configuration in HAL and XML files to correctly configure your servos.
What type of servos do you have for your project?
High level .... here are the steps you need to do / understand:
1.) Install LinuxCNC 2.8.2 from ISO
2.) Download, compile and install EtherCAT master
3.) Download, compile and install linuxcnc-ethercat (this provides the real-time module lcec and the configuration parser
4. Create your EtherCAT xml file or if you are lucky there is a driver for your servos in linuxcnc-ethercat
5. Create your LinuxCNC HAL and ini file
Here is a video that talks about some of the steps involved: