The IMD distribution is contained entirely in the directory (or folder, if you prefer) called imd. Within this directory are the IMD programs, and the subdirectories containing optical constants, atomic scattering factors, documentation, and examples.
The main IMD program is distributed as an IDL SAVE file, and all the required IDL procedures and functions are already loaded, so you will not need to include any other directories in your IDL path. However, included along with the imd directory is the directory called windt, which contains a variety of IDL programs for general use, many of which are used by IMD. (But again, these files are not needed by IMD as they are already compiled into the IMD SAVE file.) When you unpack the file you downloaded from the web, you will find both the imd and windt directories.
The imd directory should nominally be installed in a directory that you must create called user_contrib, inside the main IDL directory. That is, you should end up with a directory called ..../idl/user_contrib/imd (using Unix "notation".) You can also install the windt directory in the user_contrib directory if you choose.
Consult Appendix B.1 if you need to install IMD someplace else, and for instructions on other IMD customization options.