In the IDE, go to the Sketch -> Import Library -> Add Library... menu option
Find the zip file that you saved in the first step, and choose that
Check that it has been successfully added by opening the Sketch -> Import Library menu. You should now see HttpClient listed among the available libraries.
Usage
In normal usage, handles the outgoing request and Host header. The returned status code is parsed for you, as is the Content-Length header (if present).
Because it expects an object of type Client, you can use it with any of the networking classes that derive from that. Which means it will work with EthernetClient, WiFiClient and GSMClient.
See the examples for more detail on how the library is used.