you dont have to download and install winpcap, it should be installed automatically by the url snooper installer.
as far as how to use it, just start it up and assuming you are in default simple mode, it should find your network adapter and start "sniffing". (if it doesnt then you have to go to advanced mode and select your adapter).
once it is sniffing, then just open your web browser and go to the multimedia websites you care about and perhaps start playing the streaming stations you are interested in. url snooper should then start detecting urls.