If you are downloading another person's preset to use yourself all you have to do is copy and paste the preset files you downloaded into the correct folder that corresponds with its number in your "My Presets" folder. So if you download a preset that is called preset_4 you paste it into your preset_4 folder in your "My Presets" folder. You can find your "My Presets" folder here: C:/>Feral Heart>My presets>(and the what ever preset folder number is correct for that preset).
Once that is done you open the game and click "tools" on the main menu and then "preset maker". You should see a close box to the bottom right where the preset(s) are. Click the one you want to load and then click "export" and then you can go into your character editor and put your preset on
On the other hand if it's a preset file to see someone else with their preset on you would get only one file from the download and that would be their preset's fhp file. If it's just their preset's fhp file you place that file into your "Presets" folder that way you can see them in their own preset but you can't wear their preset yourself.