If you have not already done so, you will have to download Annotate. You can find the latest version at http://www.brettnacher.org/users/dominik/annotate/. Unpack the downloaded archive. A directory named annotate-n.m will be created which contains the Annotate distribution.
In the new directory, you will find a subdirectory named cgi-bin. Move the contents of this directory to a location where the contents can be executed as CGI by your web server. Make sure that every file in there is readable and that the .pl files are executable.