First of all did you already install a9hl and Luma3ds on your 3ds, if so
- think of a CIA file as a compiled file to install on the device (like a EXE on a windows PC)
- VC = Virtual Console (meaning official retro games that nintendo made) and a Injection pretty much just replaces the ROM that nintendo placed into their official game.
- The injected game will be a CIA file and you can use a program called FBI to install it from your SD card, generally people place it in a folder called CIA for ease of access. once its installed you can delete the CIA file as it will show up as a game on the 3ds as if you bought it from teh eshop.
KEEP IN MIND you need to install luma3ds and mdo your 3ds. foolow
http://3ds.guide/ to do so if you already did not. And
FOLLOW EVERYTHING EXACTLY AS IT says or you might brick your 3ds if you skip a step./