The instructions are in my first link.
i.e. right-click on the file and select 'Extract All'. You need to extract the files to Paint.net's Effects folder. (You should be able to locate that by browsing. If you can't find it straight away, extract the files to somewhere convenient, such as your desktop. Then click Start and search for 'effects'. Look above the search box to see the folder you're looking for and double-click to open it. You can then drag the file(s) from your desktop into the folder).