The easiest way of installing the WiFiEsp library in the Arduino IDE is using the Arduino Library Manager.
Launch the Arduino IDE and select Sketch - Include Library - Manage Libraries
The Arduino Library Manager will open. All you have to do is search for 'WiFiEsp' and hit the 'Install' button.
After the library has been installed you can open one of the examples.
If you want to manually install the library you can dowload it from GitHub and deal yourself with the installation process.