Download the dictionary file to your computer (it should be named something like dict-XX-YY.mobi.zip).
Extract the archive to obtain the dict-XX-YY.mobi file.
Plug your Kindle into your computer using a USB cable.
Paste the dict-XX-YY.mobi file into the documents/dictionaries folder on your Kindle drive.
Safely eject the Kindle from your operating system, then unplug the USB cable.
Restart your Kindle to finish applying the new dictionary.