Easy steps to get Oolite to look like the screenshots:
1. Install version 1.73.4.
2. Download Griff's ships (the all-in-one OXP can be downloaded from
here). Unzip the contents of the zip file to any folder, maintaining the directory structure.
3. You will then need to copy the folder griff_normalmapped_ships.oxp, from where you unzipped to <OoliteInstallDir>/AddOns, as is, maintaining the directory structure. When done, your AddOns folder should contain a folder named griff_normalmapped_ships.oxp, under which should be other folders, like Config, Shaders, Models, Textures etc.
4. Start Oolite. You should be seeing the shaderified ships in the game (the demo screen ships might still show the default ships, but in-game they should be the new and improved versions).
If your system can handle it, you may also want to experiment a bit with the amount of stars and nebulae displayed. I like space with stars aplenty and a bit more nebulae than what is set in the default game. To play with this, open the file planetinfo.plist, found inside <OoliteInstallDir>/oolite.app/Resources/Config and find where it mentions star_count_multiplier and nebula_count_multiplier. These numbers define how many times more stars and nebulae will be shown in each system compared to what is provided as standard in the default game. Play with these until you strike a balance between pretiness and good performance. NOTE: You will need to restart Oolite with Shift pressed each time you change the contents of a resource file, as the game must flush its cache first in order to "see" your changes.
Note that Star Gazer's advice is valid, but only applicable to Macs. For Windows, you have the standard installer and that's all you need. I understand that 1.73.4 is your first contact with Oolite and you are not upgrading from any previous version.