Import the Fireball

The most effective way to add the fireball into your scene is by appending the collection. Click File - Append and then go to your downloaded folder. Open the blend-file and click Collection and finally the collection's name (In this way you will load the vdb's, connected and prepared with the volumetric shader)

Or... Open blender and then open the blend file from your downloaded folder.

Or... import the vdb's

You can import the vdb's through the volume menu. Shift + A and go to the Volume submenu. Mark all files at the vdb folder with A and import them

How to make the loopable VDB's in Blender endless

How to animate the rotation of meteor rock around its own axys (with geometry nodes)

The meteor rock is connected with geometry nodes. To rotate the meteor regardless of VDB fire, you have to go to modifier properties where the geometry nodes modifier actually is. Play with the axys there, you will find the vdb fire wont be affected.

If you select the meteor object and move them, you will see the VDB fire will stay connected to it. That's the way to animate a fire trail.
Just hit the shortcut I and Location in the submenu, and then set a new position and hit again I