If you look carefully at the PhotoWhoa site, you should notice that all of the presets are described as an "Affinity Presets LUTS Collection." This pretty much defines how you'll end up using them.
Affinity Photo can use "color lookup tables" (otherwise known as CLUT's or LUT's) and these are fairly commonly used to "color grade" images or video. Basically, if you start with an image and then alter it with one or more Adjustment layers, you can then choose "Export LUT..." to form an external file that encapsulates all of the adjustments you made. Basically, a color lookup table is simply that - it lets you start with a bunch of pixels (your photograph) in which each pixel has a defined color, then the LUT changes each of the colors to a pre-defined "other" color according to the entries in the lookup table. It's a simple substitution scheme, which goes something like "wherever there's a pixel with this color [R255,G0,B0] put in a something else, like [R240,G100,B100]." And, it does that for each triplet combination of Red, Green, and Blue in your photo.
The up side to using a LUT is that it is simple, and boils down to an all-in-one color grade change. The down side is that the LUT does not add the component Adjustment Layers, so you can't really tweak the components afterward (except by adding more adjustments and filters, etc.)
To use your MegaPresets files, simply put the collection of folders somewhere convenient. I'm not from the Windows side, but I don't think there's a specific place they need to be. Once you have a photo in Affinity Photo, add an adjustment layer by choosing "LUT..." from the Layer>New Adjustment Layer submenu, or by choosing it from the icon at the bottom of the Layers panel. The LUT dialog box will open.
Click on the button called "Load LUT" and you will be able to navigate to the folder(s) containing your presents. Choose the one you like. Your photo will have one extra adjustment layer, labelled LUT, and the color lookup changes dictated by the LUT file will have been applied. (You may want to change Blend Modes, opacity, and so forth on the LUT adjustment layer to further refine the color grading.