Hmm, I personally use XAMPP with no issues. Make sure the cURL is enabled on the server: http://stackoverflow.com/questions/3020049/how-to-enable-curl-in-xampp
To save the add-ons as a zip file, right click the download link and “save as”. This will save it as a zip.
Otherwise, upload the gp-premium folder to the wp-content/plugins folder on your server.
More info here: https://generatepress.com/knowledgebase/install-activate-addons/