I followed their guide on github and put the following in my init.el file:
(require 'package) ;; You might already have this line
(add-to-list 'package-archives
'("melpa" . "https://melpa.org/packages/"))
(when (< emacs-major-version 24)
;; For important compatibility libraries like cl-lib
(add-to-list 'package-archives '("gnu" . "http://elpa.gnu.org/packages/")))
(package-initialize) ;; You might already have this line
However when I go M-x package-list-packages I either get a Melpa not found error or a 'missing zlib library' error, and it only shows the gnu packages. I've also tried using stable Melpa, to no avail. I'm using windows 10 and set a HOME variable pointing to the directory with the 'init.el' file.