Sound to me that you may have downloaded the 2.4.1 to 2.4.2 upgrade zip, which has no install folder. It's simply a file replacement upgrade.
If you are upgrading from an older version go here...
http://b2evolution.net/downloads/index.html
and download the full install that has the install folder

I downloaded from that link. It is the same that I downloaded and tried to install. There are still no install files.

Ok. I think I may have found the trouble. I was looking for a filed called install. There is no file called install, but there is a file called inderx.php

I've never had an install where I had to run index and not install. This is very confusing, especially since the documentation says to run the install file.

Well I just downloaded it and the install folder is there...
open the folder named Blogs... in there is a folder named install

Did you download the "upgrade from 241 to 242" or the full package for 242? Make sure you have http://downloads.sourceforge.net/evocms/b2evolution-2.4.2-stable-2008-04-27.zip and not only the upgrader because the full package certainly does have an install folder with the install feature in it.

John wrote:

Well I just downloaded it and the install folder is there...
open the folder named Blogs... in there is a folder named install

I found the install folder. I was confused because the file was called 'index' and not 'install'.

Wow I was way out of sync with the latest post on this one! Dunno what went wrong here, but when I was replying it looked to me like there was only the first post in the thread. Wow.