You should already have downloaded the latest ZIP file from the Downloads page.
After that a 2 methods to add a plugin to Lightroom classic:
Depending on your platform there is a default path where Lightroom is looking for plugins on each start.
MacOS /Users/$USER/Library/Application Support/Adobe/Lightroom/Modules/
Windows C:\Users\%USERNAME%\AppData\Roaming\Adobe\Lightroom\Modules
Alternatively extract the downloaded ZIP file somewhere else an go to Lightroom Plugin Manager and add it via the button Add