Copy entire package contents to your web server.
Create (if not exists) the /download directory under the /php-web-media-grabber directory.
Make sure that the /php-web-media-grabber/download directory has full access rights (chmod 0777 for linux).
Include /php-web-media-grabber/bin/wlWmg.php in your application.
Extract and download anything from anywhere to your localhost server! Use the downloaded media locally into your website without external hot-linking.