Remember, Presets are different from Profiles! Looking for how to install Profiles? Go here.

Update Lightroom to the latest version. Looking for Lightroom Classic? Go here.
Make sure you download the latest version of the Prolost Presets you wish to install.
Decompress the zip file you downloaded from the Prolost Store in a convenient place, such as your Downloads folder.
In Lightroom, press E to reveal the Edit controls.
Click on the Presets button at the bottom right to expose the Presets list.
At the top of the list there’s a ... button. Click on that and choose Import Presets....
Navigate to the Prolost Presets folder that you decompressed.
Find the file named something like ____ Import Me.zip. Select that zip file and press Import.
The presets should appear after a moment.

Presets installed in Lightroom will sync to your Creative Cloud account and be available in all versions of Lightroom, including mobile, when logged in to that account.