How to install PrivDog into Pale Moon browser?

You are welcome.

However in the future, if there's any update release, i guess i have to do it manually? In that case why not uploading the .zip version on the official PrivDog site?
Not sure why it isn't, but there is mention of it for the future.

I would consider creating a bug report in the following location, the developers might then find a solution.
Bug Reports - PrivDog

Thanks.