There is nothing unusual in nimrod.vim when it comes to packaging, so you should be able to install it with vundle, neobundle or pathogen just like any other plugin.
How do you try to install it specifically and what kind of troubles are you having?
One thing that have bitten me in the past on new installs is that the nimrod executable must be in your path, before you can use most of the plugin's more advanced features. But still, even without this, you should have at least syntax highlighting and auto-indentation.
Well, was the plugin successfully cloned by BundleInstall in ~/.vim/bundle/nimrod.vim?
Is the ftdetect/nimrod.vim script listed as loaded in ":scriptnames"?
Does vim indicate that the nimrod buffers your are editing have the nimrod filetype? If not, what happens if you try to manually enforce this with ":set filetype=nimrod"?
Are there any errors recorded when you invoke ":messages"?
We've probably found the culprit.
Nimrod.vim integrates with another popular plugin called syntastic that provides very nice error indicators when syntax errors are detected:
https://github.com/scrooloose/syntastic
I'll have to take a look about how to make this integration more optional, but in the meantime, I suggest that you just install the latest version of syntastic as well.
It's still surprising that the ftdetect (file-type detection) part of the plugin was not initially loaded, so the problem could be something else. You may try to manually add filetype detection to your .vimrc:
au BufNewFile,BufRead *.nim set filetype=nimrod
Vundle seems to have some peculiarities when it comes to ftdetect plugins:
https://github.com/gmarik/vundle/issues/16
You may want to try the suggested instructions there to see if that helps with auto-loading the ftdetect/nimrod.vim plugin.