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There are 2 documents to help get you started included within the downloaded .zip file. Theres a quick start tutorial, but it sounds like you might need to read the full documentation in the /Docs/ folder.
Once you have installed PULL, there is a file inside the .zip with the ending .AMXD (this is a max for live device, to be used in Ableton). Drag this into your live set. Then follow the instructions in the manual for setting up PULL. You might want to store the AMXD inside you Ableton Library. If you go to Max Devices in your browser and right click, you can find where they are located.