By default ICML file is being generated by module every 4 hours. You can find file in the web root folder with name "retailcrm_{{shop_code}}.xml". For example, http://example.org/retailcrm_default.xml
1) Unpack the archive with the module in the directory "app/code/Retailcrm/Retailcrm". In the file "app/etc/config.php" in array `modules` add an element `'Retailcrm_Retailcrm' => 1`