Start
->
Programs
->
MiKTeX
->
MiKTeX Options
, and select the
Packages
tab.
On the tab, there is an Explorer-style display of packages.
Right-click on the root of the tree, “MiKTeX Packages
”,
and select “Search
”: enter the name of the package you’re
interested in, and press the “Search
” button. If
MiKTeX knows about your package, it will open up the tree to show
you a tick box for your package: check that box.
If you prefer a command-line utility, there’s mpm. Open a
command shell, and type:
mpm --install=<package>
(which of course assumes you know the name by which MiKTeX refers to your package).
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=inst-miktex*