To install a new extension, download and unpack the archive file. Copy the files into the directory listed at Edit > Preferences > System: User extensions. After a restart of Inkscape, the new extension will be available.
To learn about how to make one yourself, see here.
Some extensions may depend on other programs, that will need to be installed on your computer for them to work correctly. Usually, the author of the extension will provide instructions for this.
Note on Security: Please note that these extensions are not selected or curated and are provided by the Inkscape community as is. Always check code before running it to make sure it's safe.