Well so far so good. Now we need to install the cryptic 'Samba files'
This is the actual exe files that will be run in the background and do the 'networking stuff'.

You should have downloaded samba archive from i.e

http://download.amigasamba.org

Here's how the Samba archive really looks like:

Just extract the archive with directory to Samba:

It can be done from shell like this:

'lha x samba.2.0.7.lha Samba:'

Here is how it should look like: