In /administrator, go to Extensions > Manage > Install. Browse for the plugin you downloaded and press the install button. You should soon see a success message.
Browse to Extensions > Plugins and search for "History". One of the results should be "User - Profile History" and you should have 5 more entries that begin with "Profile History - ". Click the red X next to the plugin to enable it. Or you can check all the boxes next to the plugins and press the "Enable" button in the menu
When you're finished, all six should have a green check as seen in this screenshot: