Download the dictionary file to your computer (pick the StarDict format, it should be named something like dict-XX-YY.zip).
Extract the archive to obtain the dictionary folder containing the StarDict files.
Connect your XTEINK or its SD card to your computer.
Copy your dictionary folder into the /dictionaries/ folder on the SD card (one dictionary per folder). Alternatively, a hidden /.dictionaries/ folder works the same way to keep it out of the file browser.
Safely eject the device or SD card, and unplug it.
On your device, go to Settings → Reader → Dictionary and select your dictionary from the list.