As Alan says, many of the contributed styles are available in TeX Live and MiKTeX. If not, the style files themselves (.bbx and .cbx) need to be installed like any other locally-installed files. Taking the example of my own biblatex-chem bundle, I'd need to create a local installation folder which is operating system dependent:
~/texmf/tex/latex/biblatex-chem on Linux (~ = your home folder)
~/Library/texmf/tex/latex/biblatex-chem on Mac OS X (~ = your home folder)
<USERPROFILE>\texmf\tex\latex\biblatex-chem on Windows (<USERPROFILE> = your home folder)
You might already find the texmf folder and some subfolders, or you might have to create it. You'd then put all of the .bbx and /cbx files from CTAN in this new folder. If you are using MiKTeX on Windows, you then need to make sure it has <USERPROFILE>\texmf set as a 'root' in the MiKTeX Options.
It is not necessary to subdivide the biblatex-chem folder into folders bbx and cbx, although you can if you like (biblatex itself does this).
Optionally, you might install the documentation files (PDFs, .tex and .bib sources) in texmf/doc/latex/biblatex-chem. However, that's only necessary if you want texdoc biblatex-chem to work.
For other biblatex styles, the same applies and all you need to do is modify the folder name.
biblatex-apaneeds you to put a\DeclareLanguageMappingafter you load biblatex. I can't be the only person tripped up by this... – Seamus Feb 10 '11 at 11:02biblatex-science, and there was no documentation as how to use it. – Kit Feb 10 '11 at 11:47biblatex-scienceis maintained by @Joseph Wright so he's the man to talk to about that! – Seamus Feb 10 '11 at 11:51