Select Assets->Import Package->Custom Package...
Select the downloaded SWNetwork.unitypackage in your computer.
Select all files in the package and click the "Import" at the bottom right.
Make sure Scripting Runtime Version is set to .NET 4.x Equivalent in the PlayerSettings.
File->Build Settings->Player Settings...->Other Settings->Configuration
SWNetwork library will be installed in SWNetwork directory under the Assets directory of the project.