That's easy.

As mentioned by some others it's a exe-file renamed to *.scr
Copy this file (and the related) in the \windows\system32 directory.
Then you can select it from the windows screensave control panel.

A screensaver has options (called from the "windows screensaver dialog")

/a Passwort [ctrl panel: password]
/c Konfiguartion [ctrl panel: setup]
/p window handle for preview (null for desctop) [ctrl panel: preview]

You should react on these paramters (3DGS: command_str) within your screensaver.
Commonly a screensaver quits by a key or a mouse move (- but what's common).
but if not you should inform the user e.g. to press ESC to quit the screensaver

mercuryus