If you download the AUser manager or AContact manager from Fresh install folder you don't need to download something other. The Ajax Captcha is installed yet with both packages. All you have to do is check that is enabled.
If your are upgrading.
First unistall old version and then Install,go to your Joomla admin area > Extensions > Install/Uninstall.In the Upload Package File section click Browse and locate the archive of the component/module/plugin you wish to install. Then click Upload File & Install to upload the file and complete the installation. Please remeber that Ajax Captcha don't work alone.As any Joomla plugin need to be "triggered" to work.Depending on wich Joomla form you want to use the Captcha, for example by on register form, than we need to use AUser Manger too