Does anyone knows how to make it work?

There's no documentation at all for this client!

Ask Spike (Spoike) at #fte on Quakenet, it's his client

just place the .dll in the Quake root folder, and when you launch FTE all (most?) ezQuake's hud_ commands are available.

I tried to load a hud this way, but nothing happened!

win32 plugin: http://triptohell.info/moodles/win32/fteplug_ezhud_x86.dll
win64 plugin: http://triptohell.info/moodles/win64/fteplug_ezhud_amd.dll
you need to use the same arch as the engine, or you can just install both on account of the arch being part of the filename.
no, I don't recommend using sdl builds at all in windows (fte+sdl is really just a mac thing).

just place it in the same directory as your engine, and then run the engine.
the plug_list command should list all plugins you have loaded. you can use plug_closeall; plug_load ezhud to reload it / explicitly load it.
all the various hud_* cvars will now exist, and you can exec some hud config to load the hud, but you might need to set plug_sbar to 3 if you have an old fte config and want hud plugins visible in single player.
if it doesn't get loaded despite being installed properly, make sure your web browser didn't tell windows to prevent it from being loadable or something annoying.