Dawn, I could be wrong but I'm sure you just install them. Here's why...
When you delete a file in Windows, it doesn't actually get deleted from your hard drive. It just gets marked so that it doesn't show up in your file lists and so that Windows can overwrite it when it needs more space. (So don't save anything new on your drive until you recover these files, you might overwrite them). So you install one of these programs and they scan your disk for the files that are marked for deletion.
And regarding your response to Nan, you're right, you don't have to send it anywhere, just download the software for free, try it to see if you like it, and usually to actually recover the files you have to pay for it. So the free version might show you the files that got deleted without actually being able to un-delete them, then when you pay for it you'll be able to un-delete them.
I hope this helps you some. I have been hearing about these things for years, with good results, but without ever needing to try one. I would certainly try this before I ripped out my hard drive and sent it to someone. I would only do that as a last resort. You'd be several days without a computer, waiting to ship it to them and for them to ship it back.