Once you have downloaded the preset file, make a note of where you have saved it.
Open Lightroom Classic and go to the Develop module. You will see the modules listed at the top, right. You will be in the Library module when the program is first opened.
On the left you will see a section called Presets. You will see that there are already some basic presets listed. These come bundled with Lightroom.
Click on the + icon at the top right of the section.
Select Import Presets from the dropdown menu.
Navigate to the folder where you saved the preset, select the preset file and click Import.
Your preset will now be listed in the Presets section.