This is a PLT package file. To install it, you need to run the PLT setup utility:

Either open the file when you download it, or double click the downloaded file to install it. You can also drag it onto the Setup PLT executable in the PLT directory.
Drag the file onto the Setup PLT application in the PLT folder.
In a shell, run plt/bin/setup-plt with the downloaded file as an argument.
Most PLT packages will get written to a user-specific directory, but some will try to create files in the PLT installation directory — in this case you will have to do this with the appropriate administrative rights (if the PLT directory is in a system location).

System administrators: if you want to install a PLT package for all users of a system, use the --all-users flag on the command line when you do the above procedure (you should use the command-line to do the installation).

Please remember to restart DrScheme after installing the package.