You can install the Shotgun Manager addon just like any other addon. First, make sure you’ve downloaded a copy from the Blender Market. Then in Blender, open the user preferences (Ctrl-Alt-U) and under the add-ons tab click Install From File... then select the file you just downloaded. Finally, don’t forget to enable it and press Save User Preferences so it is enabled by default.

Go to the Shotgun Manager docs to learn how to use the addon, or head over to the overview to see how to use the keymap.