The installer will set things up as a Maya Module. It's the best thing to do on Windows. The only reason to do something else on Windows is if you've got extra special requirements. For example, if you're supporting a network/studio that wants to install all Maya plugins on a common network drive.
That FAQ was written before we had an installer. Please don't let it advise you against using the installer. The alternative it is trying to stop you from doing is scattering the Ziva VFX files all over the place and then manipulating many different environment variables to make it all work.