Firebird does not have an installer program yet. Simply place the Mozilla directory in your Program Files directory (or wherever you install programs to) and then right click on your desktop and select new-->shortcut. Follow the on-screen instructions and you should be all set
By the way, Mozilla 1.5 (the suite) does have an installer and eventually Firebird will have one too. Right now they're just focusing on making Firebird a better BROWSER than on making an installer for it.