It's a mode for flex files that provide better syntax highlight than flex-mode.el
Then put flex.el to your load-path.
The load-path is usually ~/elisp/.
It's set in your ~/.emacs like this:
(add-to-list 'load-path (expand-file-name "~/elisp"))
(require 'flex)
(add-to-list 'auto-mode-alist '("\\.l$" . flex-mode))
(autoload 'flex-mode "flex")