Since it is a command line tool, you don't need to download any files. Just run a PowerShell command.

However, make sure that the Spotify client installed on your PC is downloaded from Spotify's website, and not from the Microsoft Store. Then, install Spicetify by running the following command in PowerShell.

iwr -useb https://raw.githubusercontent.com/spicetify/spicetify-cli/master/install.ps1 | e.g.

When asked if you want to install Spicety Marketplace, type Y.