The CL package is distributed with Emacs, so there is no need to install anything.
If you do need to install it, just put the byte-compiled files
cl.elc, cl-extra.elc, cl-seq.elc, cl-macs.elc, and (if necessary)
cl-compat.elc into a
directory on your load-path. Also, format the
cl.texi file and put the
resulting Info files into a directory in your
Info-directory-list.