After downloading the mod, use a program such as 7zip or WinRAR to extract the main folder of the mod.
Navigate to assets/mod_overrides. The assets folder is supposed to be in your game's installation folder (don't know where that is? click here). Create the folder if necessary
Move the main folder of the mod from step 1 to the folder you navigated to in step 2.
Note: Extract the SIG P320 zip into mod_overrides.
Other Recommended Companion Mods:
Weapon Painter: Extract into mods.
Weapon Painter is technically optional if you are happy with the plain weapon, but is required for accessing all the blueprints.
CAFCW: Extract into mod_overrides.
Tacticool Muzzles: Extract into mod_overrides.
The Optional mods are not required to use this weapon, but highly recommended. This weapon was designed with having those extra optional mods in mind, especially the Tacticool ones, as the whole point of this gun is to shove as many things as you can onto it.