newbie - elba/how do i run packages

[brian]

Hi,

I am using GNU emacs 23 in cygwin. I dont have emacs /lisp background. I 
got as far as running the elpa script in the elisp window.The I can 
highlight and "I" a package, then hit "x" . Some packages seem to work, 
like "dictionary", however I want to try  "slime"

slime            20091016  installed     Superior Lisp Interaction Mode 
for Emac

it says "no such file or directory"

also do you know if xemacs is preferred in cywin?

Thanks
Brian