Python *eggs* on Win32

[Srijit Kumar Bhadra]

I have browsed the following links
1) http://peak.telecommunity.com/DevCenter/EasyInstall
2) When Python *Eggs* better than Python *distutils*?? What's Eggs?
(http://tinyurl.com/m8dyd)

But I am still not clear what to do with an .egg file. For example, if
I have a basic Python installation
(http://www.python.org/ftp/python/2.4.3/python-2.4.3.msi) what should I
do with a typical .egg file (e.g.
http://cheeseshop.python.org/packages/2.4/l/lxml/lxml-1.1alpha-py2.4-static-win32.egg)?

I have only MinGW GCC compiler on my Win XP machine. Is it mandatory to
have Internet connection during installation of .egg files?

Best Regards,
Srijit