Learn French: Il y a plusieurs semaines que je veux m'installer à l'étranger. - I have wanted to settle down abroad for several weeks.

In French, when an action or state started in the past and is still going on right now, you use the present tense. Combined with the time phrase Il y a plusieurs semaines que..., the present tense je veux (I want) naturally translates to "I have wanted" in English, because the desire is ongoing.

I learned that il y a means "there is" or "ago". How does it work here?

You are completely right that il y a plus a time amount usually means "ago" (for example, il y a deux semaines means "two weeks ago"). However, when you add que to make the structure Il y a [duration] que..., it becomes a completely different phrase meaning "It has been [duration] that...". You can also use Ça fait [duration] que... to say the exact same thing.

Why is there an m' in front of installer?

The verb used here is the reflexive verb s'installer, which means "to settle down" or "to move in". Even though the verb stays in its infinitive (dictionary) form after je veux, its reflexive pronoun still has to match the subject of the sentence. Since the subject is je, the pronoun becomes me, which drops its "e" to become m' before the vowel in installer.

Does à l'étranger literally mean "to the stranger"?