When you click the Add to Power BI button, you can copy the DAX library code to your clipboard and then paste it into the TMDL View of your Power BI semantic model.
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(optional) With the Show Code button, you can view the code of the library before clicking Copy . This way, you can inspect the library code before moving forward.
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After you click Copy, the code will be copied to your clipboard.
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In Power BI, open the TMDL View of your semantic model.
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In the TMDL view, and paste the code into the editor (CTRL+V).
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Click Apply in the TMDL View.
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Done! You can start using the functions in any DAX expression of your semantic model.