After the download, it is necessary to create a folder called Mods in the general library of the game near the folders Content, Config, etc.

For instance, if your game is installed in the map f:\SteamLibrary\steamapps\common\Hellsplit Arena, your Mods path will look like f:\SteamLibrary\steamapps\common\Hellsplit Arena\Hellsplit_Arena\Mods

Extract the zip file into the Mods folder and the mod is ready to be used!