Visual Studio Express Integration
SpecFlow is designed to integrate into Visual Studio, and since Visual Studio Express doesn't allow Add-Ins or Macros, the normal Visual Studio integration packages (from Visual Studio Gallery) cannot be used.
Installation for Visual Studio 2008/2010/2012/2013 Express
There are workarounds available, that essentially involve manually copying the template files to your system, and using the specflow.exe command line tool to generate and run SpecFlow tests.
See this blog post for more detail: http://watirmelon.com/2011/02/18/c-sharp-atdd-on-a-shoestring/