Worst case scenario, do it all manually.
Using Finder, unzip the ZXP file.
Copy the preset(s) to the user presets folder, or make a subfolder there for your new presets.
The .zxp file is not a .zip file, so this solution did not work.
You might need to install Adobe Extension Manager.
I had to contact the seller, who sent me a ZIP file with all the presets.
Even according to the seller Adobe's install method is overly complicated and does not always work.
Everything is working now.