That's all there is to it! Run your RHI to install it.
Marmoset\ Rhino 4.0\ Marmoset.rhp Rhino 5.0\ x86\ Marmoset.rhp x64\ Marmoset.rhp Common\ Marmoset.rui Marmoset.chm
Because the Rhino Plug-in Installer Engine unzips your .rhi file into a directory specific to your plug-in, you can include anything you want: help files, documentation, etc. But you can only install things inside your own plug-in directory. So long as your .rhi file contains sub folders, everything will install correctly.