I'm learning genocide and Im not sure how to load the saves I downloaded

Assuming you have the game correctly set up to run, i.e disconnected from Steam:

Download the save files, extract them to any external folder Copy the files from that new folder, and paste them into your local save file. This is located at:

(User) > AppData > Local > UNDERTALE (Undertale_linux_steamver if you're on Linux build)

AppData is Hidden by default, so you'll need to enable Show Hidden Folders.