As mentioned by Darrel Austin on the MN Interactive blog it's not easy to figure out how to install a TiddlyWiki plugin. He describes it nicely, but even so, I couldn't quite work out what I had to do on the CoreTweaks plugin page to get the thing installed!
It's a piece of cake once you know how of course. This is what I did:
1. Click the "view" link on the top right-hand side of the CoreTweaks tiddler (because yes, this is actually a tiddler, even though it looks nothing like an out-of-the-box tiddler. It's been customised you see to look cool ;))
[If you're still lost, note that the "view" is only visible when your mouse is actually hovering over the browser window]
2. When the "view" link has been clicked, you can see the source of the tiddler. Just copy this, create a new tiddler in your own TiddlyWiki and paste the CoreTweaks source into your new tiddler. I don't think you have to call your new tiddler CoreTweaks, but I did anyway just to be safe.
3. THE IMPORTANT PART is that you add the tag systemConfig to your tiddler. This makes the TiddlyWiki actually use the content of the tiddler.