Unzip "SMOUSE Gobo Plus v1.zip"

Edit > Preferences > File Paths > Asset Libraries > Click the + button > Name the library "SMOUSE Gobos Plus v1" > Under the Path menu, click the folder button and navigate to where you unzipped the download > Add the Folder > Save Preferences

You can now find the Gobos in the Asset Library Menu :)

(Hit Refresh on the asset library if you need to)