Thank you for taking the time to respond.
The manual says:
3. In a web browser, run the installation script http://example.com/install-xpaymentscon.php replacing example.com with the true domain name of your X-Cart installation.
Although later revisions of this page remove that line and just go straight into configuring the x-payment connector
The archive that I downloaded, unzipped, uploaded to my store via FTP does not have the file install-xpaymentscon.php
Therefore I am having trouble working out how to run a file that doesn't exist.