The download is a zip file, you need to extract the procdump.exe file to the root (C:\) folder.
Then it is pretty much as explained before:
If when you open the cmd prompt you aren't in the C:\ folder type cd C:\ and enter.
Now type the c:\procdump.exe avast.setup and enter.
This should then create a .dmp file, which will also be in the C:\ folder.
I don't have a problem, so I just tested this tool using avastUI.exe as the target process to dump, I forgot to disable the self-defence, before I ran the command you need to do that.
See image example (click to expand) when used with avastUI.exe as the target you should be using the c:\procdump.exe avast.setup command string. It will show the name of the .dmp file once it is written.