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I don't know where to download it, but the installation instructions are simple.
Open the "My Documents" folder, then find "My Games", then the game's name (Heroes of Might and Magic: Tribes of the East, or simply Heroes of Might and Magic 5). After that, go to the "Profiles" folder. If you need replays specifically for Hammers of Fate, you need to open the "Hammers of Fate" folder in the "Heroes of Might and Magic 5" folder, and then "Profiles". To view replays for the original Heroes 5, open the "Heroes... 5" folder and then the "Profiles" folder. For Tribes of the East, you need to open "Profiles" in the "Heroes... 5: Tribes of the East" folder. In all profile folders, there is a folder with the name of your profile (Vasya, Kolya, or whatever name you gave your profile when you first started the game), and inside that is the "Replays" folder. That's where you need to put your replays.
Okay, it turned out to be a bit long... In short, the instructions look like this:
Replays for the original: My Documents/My Games/Heroes of Might and Magic 5/Profiles/{your profile name}/Replays
Hammers of Fate: My Documents/My Games/Heroes of Might and Magic 5/Hammers of Fate/Profiles/{your profile name}/Replays
Tribes of the East: My Documents/My Games/Heroes of Might and Magic 5: Tribes of the East/Profiles/{your profile name}/Replays
Added 1 minute ago
You can launch a replay in the game like this: Settings/Video/Replays. But, as far as I remember, there is no such button in Hammers of Fate, but theoretically, you can view replays for Hammers of Fate in Tribes of the East. I advise you to check both options.