To install, unzip the downloaded file and open your Arduino IDE. It contains 2 libraries
ATT_IOT
pubsubclient
Under Sketch > Include library > Add .ZIP library, enter the arduino-sdk-master/library folder and select the ATT_IOT library. Repeat this step for the pubsubclient library.
Alternatively, you can unzip the file and copy the contents directly to the libraries folder of your Arduino IDE.