IF THE INSTALLER DOESN'T AUTOMATICALLY SELECT ETG.EXE FILE, SELECT IT MANUALLY. It usually should be located at C:/Program Files (x86)/Steam/steamapps/common/Enter the Gungeon for Windows or ~/.steam/steam/steamapps/common/Enter the Gungeon for linux.
When EtG.exe is selected, press "Step 3: Install ETGMod"
If the MtG installation was done correctly, "Mods" folder should appear in the game directory.
Download the mod and move it into the "Mods" folder. DO NOT UNZIP THE MOD!
If there's mods.txt in the folder, delete it.
Run the game. If everything was done correctly, if you press F1, it should say that the mod is enabled.