If you only want a specific pair of shoes, pick the correct fmod file from the downloads and install as normal.
If you want them all, download all files, install them all in Flagrum, and activate whichever pair of shoes you want at the moment. You don't have to deactivate the previous pair of shoes before activating a new one, Flagrum will show you a prompt saying it detected a conflict and all you need to do is click yes on that.
For the love of all that is good in the world, do not swap active mods while the game is running.