1) It is called upgrade, not install.
2) download the correct patchset from MOS (My Oracle Support), and read readme.txt to know how to proceed, to know the number of patchset use "SEARCH"
3) Oracle 9i are unsupported.
Do you want to upgrade your 9201 or do you want to install a separate home?
If you want to install separate home, just install the binaries in a separate home path without disturbing the existing one.
If you are on windows OS, your default path will be over written by the new path. So make changes to the env variables if required.
Pl do not flood these forums with doc questions - you will likely not get any help.
As for your upgrade question, pl see the instructions in the README for the 22.214.171.124 patch. This patch can only be applied on top of an existing 9.2.0.x install (where x is less than 4)