You can download a stable release or development snapshot of BOLTS for OpenSCAD from the download page. There are different archive types and licenses available, if you do not know which one you want, you should be fine with the GPL 3.0 zip version.
Just extract all the files in the archive in a directory. You can now use BOLTS for designs in this folder only. This is a good choice if you want to test development snapshots.
To be able to use BOLTS everywhere, you need to install it globally. The best way to do it is to extract all files from the archive into your user library directory. The path for this directory depends on your system:
To make sure that the installation succeeded, start OpenSCAD, type
include <BOLTS.scad> DIN931();
and compile. If you installed locally, OpenSCAD needs to be started from the directory, or you can save the two lines into a scad file in the directory.
The preview window should now show a hexagon bolt.
If this is not the case and OpenSCAD shows a syntax error instead, try the newest development snapshot.