Sorry but I have no idea because I`m not a specialist in servers administration. My suggestion would be to talk to the guys who offered you the dedicated server and ask them about how to make the webserver run using the ftp user, so no permission issues will be encountered. Apache as I know is for Linux servers...for Windows servers I have no idea.
If not, just extract the archive and place the je_capella dir in /jomres/remote_plugins/.
Then open the plugin_install.php file from /je_capella, and execute that query in phpmyadmin, to create that necessary table for the template settings.