Open Vestige in lmms (it's in the plugins menu where there are also triple oscilator and lb302), then click on the green folder, go where you installed it and then select the dll. Double click and it's open. But i'm sorry this is for vst instruments, i forgot. For vst effect you need to go to preferences and in folder under vst-directory select the camel crusher folder or copy the dll in a folder like home\vst you create, and then select that folder in preferences here.
Then after you have restarted lmms you should have camelcrusher in the effect list when you add an effect on a fx channel or on an instrument.