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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.
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Make sure Scripting Runtime Version is set to .NET 4.x Equivalent in the PlayerSettings.
File->Build Settings->Player Settings...->Other Settings->Configuration
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SWNetwork library will be installed in SWNetwork directory under the Assets directory of the project.