In short, yes, you need to install on your NPM server and indicate that is the primary server in installer. Once complete you will run the same exe on the secondary box and indicate in installer it is the secondary box and fill in a bunch of other data.
You can read more detailed instructions in our docs, which you can find here.
I also wrote some blogs on this, which you can read Understanding the Orion Failover Engine Architecture, Orion Failover Engine Deployment Options and Q&Aand Are you afraid of the dark?
Will I do the same in pollers? I mean, I will also install FOE to the pollers as primary server?
The FoE architecture is 1:1. So let's say you have an Orion SLX and one additional poller and want to protect both. You will need a total of 4 machines, either physical or VM's.
Primary Orion Server -> Failover Orion Server
Primary Orion Additional Poller -> Failover Orion Additional Poller
You will follow the same procedure for installing on both I indicated in my last post. Also the docs I referenced you to indicate pre-reqs for install and setup.