you need to upload all the files, so if you can upload the whole folder it would make life a little easier for you, but otherwise yest that would be ok.
put in the address bar the url for your brinkster site then add either 'setup.asp' or '/(foldername)/setup.asp' replacing (foldername) with the name of the folder you uploaded them to
I just ran the setup.asp file and ive reached the part where it asks you to make up a forum admin - username and password then the minute i hit the continue button it comes up with The Installation has NOT been completed ! There were 13 Critical Errors...
This message is also appearing - You need to create all the tables in the database before you can start using the forum.
The problem now results from lack of adequate permissions in your database folder. You should have put your .mdb file in the DB folder, since you're using Brinkster. The forum files should have gone elsewhere - tipically your root folder. The DB folder in Brinkster accounts usually has the permissions required for you to overcome your current situation.