The file will download to your Downloads folder on your computer.
Once the file has been downloaded, double click the zip file to unzip the file to show the jsxbin file.
From here, launch Adobe InDesign and open the scripts palette. (found under the Window menu, then Utilities, then Scripts).
Once the Scripts Palette is open, right-click (or control-click) the User folder and select the prompt Reveal in Finder (Mac OS) or Reveal in Explorer (Windows). This will open the User folder either in Finder or Windows Explorer.
From here, drag and drop the downloaded script into the User folder.
Return to Adobe InDesign and unfold the User folder in the Scripts Palette.
The script has now been installed into this folder.