It was also included in the Microsoft Plus! package for Windows 95. For instructions on how to install it onto Windows 98 go to http://support.microsoft.com/kb/188204 (Requires Windows 98 CD-ROM and Microsoft Plus! for Windows 95 CD-ROM).
Step 1: Find the folder
For Windows 95 & 98, it may not be possible as it is installed as an extra package. If anyone has any info on that, please share it with me.