Downloadable zip archive with plugin is not meant to be installed with automaic install from zip. Please read installation instructions: https://github.com/alrusdi/leadwerks-blender-exporter#installation
When i started this work i hoped that exporter will be inside main Leadwerks distribution (correct installation and docs) but Josh is not interesting it. So we have what we have. If i will have free time i will create a separate site with documentation and sample content, but cant say when exactly it happens.