Hello, I've just downloaded an setup for XR GT Dragracing, but I dont know how to "install" it? Please can u tell me?

Move it to: "_LFS Install folder_\data\setups\"

Quote from BlackEye :

Move it to: "_LFS Install folder_\data\setups\"

And how can I find it in the game then? I've tried that, but nothing happend.

It must be named xrg_[name] and you'll be able to find it in the garage.

First make sure file name looks like this: XRG_setupname.set

You'll find it in garage on the right-top side of the screen when you select XRG as your car.

Edit: Beaten

Edit2: Now I see you said XR GT, are you using the turbocharged car with an old LFS version?
If so, name it XRT_setupname.set (or maybe it was some other prefix for the GT Turbo in earlier patches)