Usually, you will have a .vim directory in your home folder. This is where you should put plugins and syntax files for vim. This is just a convention, however, so feel free to put them wherever you want.
If its hosted on Git, this is the place to do the following:
git clone <repository-url>
If its not, that's ok too. However you've obtained it, it will work as long as it follows vim's conventions of file and directory naming. If its just a single file with a .vim filetype, I recommend creating a directory here and putting the file inside.
Now that your plugin is where we want it, we need to tell vim where to find it every time you start it up. Your runtimepath is where vim looks for scripts, syntax files, plugins and other things to include in your vim environment. Inside vim, you can find your runtimepath with the following command:
To update your runtimepath and load your new plugin, we're going to edit your .vimrc which should be located in your home folder. The syntax to add a directory to your runtime path looks like this:
If you see errors while starting up vim or your plugin just doesn't work, something went wrong. Sometimes vim plugins have dependencies or other installation steps so your mileage may vary.
If you feel differently about this process or have any strong opinions whatsoever, please comment and maybe we'll all learn something!