1. Extension Manager
To open the extension manager, do: M-x extensions.
Note: there are some circumstances under which the extensions manager does not complete loading. This debian bug report describes some of the symptoms and some possible solutions http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=683343
If you encounter this problem, you may be able to install extensions directly, without going through the extension manager.
2. Installing Extensions
If you are unable to use the extension manager, you can open a URL pointing to the .xpi file for the extension, either a web url or a local file url (if you have already downloaded the .xpi).
There is a security system in Mozilla that prevents you from installing xpi files from unknown sites. Conkeror does not yet have a complete UI for managing trusted sites, so you may encounter silent failure when trying to install an extension. One option is to download the xpi file and install it from your own computer. Another option is to disable the security system like this: