Download and save anywhere in the PC file with the desired filter. If it is Packed in archive extract all files and find out their format. The extension, which recognizes Photoshop plugins 8bf. If the saved file has this format, you need to place it in the folder where the graphic editor stores its plugins.
The easiest way to get to the desired folder using label or an item in a menu, which you launch Photoshop. To do this, click the icon on the desktop or menu, right-click and select in context menu the bottom line is "Properties". The properties window opens on the tab "Shortcut", where in the lower left corner you will find the button "file Location" - click it. This launches a separate instance of Windows Explorer and open the root folder in which you installed graphical editor.
Scroll through the list of objects in this directory to the beginning and expand the folder Plug-Ins, it contains additional filters. Copy here and your new plugin with the extension 8bf. Photoshop scans the directory at startup, so if in the moment the application is running, restart it and the new plugin will appear under the "Filter" menu.
If the filter is not created by an Amateur, and any company, it is likely that it will spread not in the format 8bf, along with the installer. In this case, your saved file will have the extension. exe, and installed, the plugin will simply run it like any other executable file. Click the object twice and the setup wizard will start. The installers may be different - some no questions asked will determine the location of the required folder and put it in the plugin file, others will work in interactive mode, requiring confirmation of their actions. In any case, at the end of the process, don't forget to reload the graphics editor, before looking into a new filter.