Did you run the go-pear.bat file yet? That's the first thing you need to do. Once that has been run, you should have a "pear.bat" file in the same directory. To install a package, just cd to that directory and enter
pear install \path\to\Mail-1.1.14.tgz
Change "\path\to" to wherever the file is that you downloaded. Note however that you don't even have to download the package, as the pear installer will grab it from the internet by just specifying the package-version:
pear install Mail-1.1.14