You install it from the Creative Cloud App:
Mine is already installed.
You can also look for presets using the Effects and Presets Panel
I have about 200 custom presets as well as the standard ones that come with AE. The Effects and Presets Panel is the best place to find them and apply them. Applying Effects Presets from Bridge for the last few versions of AE has been a bit buggy)
Not sure where you got the idea that you need to install animation presets. The warning says you need to install Bridge.
You don't need to download or instal any animation presets if you've installed AE correctly. You already have all pressets ready to use. What you tryed to do is to preview those presets and to preview presets you needy Adobe Bridge software so the error that you've showed says that you need to instal Adobe Bridge to be able to preview presets - not instal presets.
So If you wanna just use presets - you already have them in AE and you can use them. If you can preview them before you will use them - instal Adobe Bridge.