See the general Arduino Library page on the Wiki here: https://groups.io/g/BITX20/wiki/Installing-Arduino-Libraries
Note: As from raduino v1.20, it is no longer necessary to download and install the Si5351 library. The routines that drive the SI5351 are now included in the sketch.
Instructions previously on this page were specific to certain versions of Windows. The instructions on the Arduino Libraries page are completely cross-platform.