Wayfinder 1.0 is included with MODx 0.9.5.
To upgrade to a newer version of Wayfinder, or to install Wayfinder in an earlier version of MODx:
In the MODx Managercreate a new snippetname it Wayfinder (note capital "W")and copy into it the contents of the file snippet.wayfinder.tpl.php
In the file system:create a new folder under ... /assets/snippets/name it wayfinder (note lowercase "w")and copy into it the file wayfinder.inc.php
If installing in a MODx version earlier than 0.9.5 [???], note that &cssTpl and &jsTpl parameters use regClientCSS or regClientStartupScript. These may not work correctly unless you have patched the parser with this: http://modxcms.com/forums/index.php/topic,1942.msg18783.html#msg18783