From what I see those are some quicksaves.
You have to download it, unzip it, and copy the content into the "Worlds" subfolder of your game data directory:
I never tried this myself though, so I can't guarantee the result...
More specifically, inside the worlds folder are 1-4 worlds. Click on a world and you should see this:
Obviously the quicksave files go in the quicksave folder. You can have as many quicksaves in a world as you like.