This page shows you how to install the package.
Usually packages can simply be imported into Unity, however the A* Pathfinding Project has a few dependencies that need to be taken care of. In the future the Unity Package manager might allow the dependencies to be automatically installed, but at the moment it has to be done manually.
Package Manager Dependencies
Before importing the package, open the Unity Package Manager under Menubar => Window => Package Manager. Then you need to find and install the Burst and Mathematics packages. You also need the Unity UI package, however this is usually installed by default.
After you have done this you can import the package and it should compile without any errors.
Make sure you have already installed the dependencies from the previous section. The project can be downloaded from here. You can either download the free version with some limited features (but still very powerful) or buy the pro version which has more cool stuff included.
You can continue with the Get Started With The A* Pathfinding Project tutorial when you have done this.