This code is intended to be used as an Arduino library. Create a new directory called ServoDecode in the directory with the other libraries ( ? hardware\libraries\ServoDecode)
Copy ServoDecode.h and ServoDecode.cpp into this directory.
The ServoDecode.pde code should be pasted into the IDE to create a new sketch. This example sketch includes <ServoDecode.h> but if you create your own sketch, you can use the 'Sketch/Import Library' function from the IDE menu.
There is some information in the playground on Arduino Libraries that goes into more detail.
Have fun!