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Your TeX installation should already contain a version of Eplain (eplain.tex) in its main texmf tree (usually under /usr/share/texmf/tex/eplain/ on Unix systems). To install a newer version of Eplain, put the new eplain.tex (included in Eplain distributions) in the tex/eplain/ subdirectory of your local texmf tree. The newer version you install in the local tree should override the older one in the main tree.
The location of the local texmf tree obviously depends on your operating system and TeX installation. On Unix systems the usual location is /usr/local/share/texmf/. If you don't have write permissions for /usr/local/share/texmf/, many installations read the texmf tree in the user's home directory; eplain.tex then should go under ~/texmf/tex/eplain/. For more information about TeX directory structure, please see http://www.tex.ac.uk/cgi-bin/texfaq2html?label=tds.
If you prefer to install eplain.tex in a non-standard place, set
an environment variable (TEXINPUTS for the Web2C port of TeX
to Unix) to tell TeX how to find it.
If you want, you can also create a format (.fmt)
file for Eplain, which will eliminate the time spent reading the macro
source file with \input. You do this by issuing a sequence of
Unix commands something like this:
prompt$ touch eplain.aux
prompt$ initex
This is TeX, ...
**&plain eplain
(eplain.tex)
*\dump
... messages ...
You must make sure that eplain.aux exists before you run initex; otherwise, warning messages about undefined labels will never be issued.
You then have to install the resulting eplain.fmt in your local
texmf tree or set an environment variable to tell TeX how to
find it. For the Web2C port of TeX to Unix, format files are usually
installed under /usr/local/share/texmf/web2c/ or
/var/lib/texmf/web2c/; the environment variable is
TEXFORMATS.