HsShellScript is cabalized, which means that building and installing is a matter of some calls to cabal. However, it also provides a Makefile, which further simplifies the installation.
In order to install, unpack the source distribution somewhere. Go to the directory, and call make. This will compile and install the library, locally, as a user package. The location of the API documentation is ~/.cabal/share/doc/hsshellscript-3.2.0/html/index.html.
Cabal's Simple Build Infrastructure doesn't provide any means to add extra documenation to a project. Therefore the user manual isn't installed by default. If you need it, you can just copy the "manual" directory anywhere you like, but the Makefile privides the make target install-manual, which copies the files to /usr/local/share/hsshellscript/manual. "make" must be run as root.
Further information about the Cabal can be found here: The Haskell Cabal