Please follow the installation instructions described in the file 
install\pmCSTeX.INF

If you have any suggestions for modifing this documentation, please 
do edit the file pmCSTeX.emxdoc and send me that back 
(its syntax is according to the emxdoc program by E. Mattes, included 
in the gcc/emx package. The transformation pmCSTeX.emxdoc -> .INF is managed
by the commands: 
emxdoc -f -i -o pmCSTeX.ipf pmCSTeX.emxdoc
ipfc pmCSTeX.ipf /inf
).