How to install the beamer class

Dear MikTex Users:

I want to install beamer class, in which the installation guide says it
should be put in the texmf folder. But I do not have such a folder. I am
using Miktex 2.7.

Also, if I install Miktex 2.9, does it contain the beamer class as well as
the pgf, xcolor classes?

In fact I have downloaded the beamer class but I do not know where to put
it and how to execute it.

Thanks and Regards,
Jianbing
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