To download. click the "Download ZIP" at the right side, extract the archive and rename the uncompressed folder Adafruit_GPS. Check that the Adafruit_GPS folder contains Adafruit_GPS.cpp and Adafruit_GPS.h
Place the Adafruit_GPS library folder your <arduinosketchfolder>/libraries/ folder. You may need to create the libraries subfolder if its your first library. Restart the IDE.