I've downloaded the zip folder from here, unziped but there are a lot of py files? which of them I have to select in order to install all its functionalities?. I've tried to pick one by one, but nothing new appears in the addons list of blender 3D view.
Ok, I just installed this particular addon to make certain of the correct process. The issue is the way the addon was packaged (blender's "install from file" is looking for the files to be in a set hierarchy and order). You can delete any files you have from previous attempts at installing the addon, as blender will never even look for them.
However getting the addon to run is not hard.
Manually unzip the download (which you already have), found on the wiki page or on the releases page, into a folder called exactly "space_view3d_transform_utils" without the quotes. (windows will by default unzip to a new folder with this name.)
Copy that new folder "space_view3d_transform_utils" into blender's addon directory. Here is the correct path to the user addon folder on windows and linux.
Open up blender and go to the Addons tab of the User Preferences. Search for "batch" and enable the addon called "3D View: Batch Transforms (Transform Utils)."
This question elaborates on why some zipped addons do not install.