Put this folder in your PPSSPP "SAVEDATA" folder. For me this is C:\Users\Denis\Documents\PPSSPP\PSP\SAVEDATA Once done your last save will be replaced with the downloaded one. If you want to have the save on a different slot just change the "98" ending to any other number between 0 and 98.

The file directory will be a different one for the console, but it should be about the same process.