Name                    Last modified       Size  Description

 Parent Directory        10-Dec-2019 21:57      -  
 Changes                 15-May-2010 19:42     1k  
 Makefile                15-May-2010 19:42     2k  
 frame-doc.pdf           15-May-2010 19:41    35k  
 frame-doc.tex           15-May-2010 19:42     3k  
 frame.sty               15-May-2010 19:42     1k  
 frame.tex               15-May-2010 19:42     2k  

Save the files frame.sty|tex in a directory, which is part of your 
local TeX tree. 
Then do not forget to run texhash to update this tree.
For more information  see the documentation of your LATEX distribution 
on installing packages into your LATEX distribution or the 
TeX Frequently Asked Questions:
(http://www.tex.ac.uk/cgi-bin/texfaq2html?label=instpackages).