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STEP 1 : Downloading The Library
First of all search and download the required Arduino libraries from GitHub that you want to download and use. Almost all the Arduino libraries are available there and download zip of the library from GitHub or from any other place.
STEP 2 : Installing The Library
Extract (Unzip) the library that you have download from the GitHub and save it at Arduino IDE->Libraries with a proper name. (Hyphen are not allowed in library name).
The Arduino IDE is the location where your Arduino IDE has been installed. In my case the location is C:\Program Files (x86)\Arduino-nightly\libraries. Your case might be different.
STEP 3 : Restarting The Arduino IDE
If your Arduino IDE software is currently running then you must restart the Arduino IDE. Start the Arduino IDE then go to menu bar and click on File and then go to Examples where you’ll definitely find the library that you have downloaded from GitHub and you can use the library and the examples provided with the library.
STEP 4 : Editing Sketchbook Location [Optional]
Make a folder named libraries in Arduino (can be seen in preferences). And paste the extracted or unzipped folder in Arduino->Libraries. This Arduino is the location where your programs are saved. In my case it is C:\Users\Eklavya\Documents\Arduino.
To find the location of the sketchbook go to the Menu bar of Arduino IDE and click on the File the go to Preferences. A window will be opened named Preferences where you’ll find the Sketchbook location on the top. You can set the location of the sketchbook in Preferences. Click on browse and set the sketchbook location.
Then you’ll find the library in Arduino IDE->Files->Sketchbook->libraries.