There are many "how to" guides for installing CHDK available online. Most of them being either obsolete, inaccurate, incomplete, or just plain wrong.
Detailed, up-to-date, and guaranteed correct step by step instructions on the various methods of installing CHDK are here :
Prepare your SD CardNote that the S95 was released prior to 2011 so follow instructions for those cameras.
I strongly recommend using the
STICK utility linked at the top of that page - it will do everything for you.
When you are done with that, it's probably worth scrolling through the
CHDK User Manual