There is one plugin for WordPress, one plugin for Lightroom. The plugin for WordPress can be directly installed from WordPress (it is on the official repository). The plugin for LR can be only downloaded here.
Then, follow the install instructions available here. If you have any issues, please check this FAQ. If you still have issues, ask for some help below, in the comments 🙂
I recommend you to use WPEngine or SiteGround. They are both excellent hosting services and work perfectly with all my plugins.