Instead of the installation folder, look in your Application Data user folder, specifically for the sub-folder “.blender\scripts”; in my case the path in question it looks something like this, I believe:
c:\Documents and Settings<my name>\Application Data\Blender Foundation.blender\scripts\
If you open that scripts folder, you should find a variety of .py files.
Unzip the contents of the chicken zip file to this folder. Note that the zip file should contain two sub-folders, which should match the two sub-folders that you should find in the scripts folder. Naturally enough, the contents of the folders in the zip should go into the folders in the scripts folder, although this should happen automatically if you unzip to the scripts folder without delving into the sub-folders within the zip, I would think.
If you have any problems with Chicken, I suggest taking a look at this thread, and if that fails, searching the forums of asking here.
As to learning the use of Panda, the manual (see the menu at the top of this page) contains what I think is a good first-steps tutorial. Once you’ve completed that, decide on a simple (and I do mean very simple) first game, and start looking into how to build that. A good place to start is, I think, again the manual - despite having some unfinished sections, it should provide plenty of information on the elements of a basic game. Additionally, search these forums for solutions to any issues that you encounter, and look at the examples that should have come with Panda, or the code snipplets section of the forum.
(Note well, however! The samples do not always show the best ways to do things, I don’t think. Nevertheless, they should help you, I would imagine.)
Are there any other specific problems that you’re having?