Index of /macros/latex2e/contrib/fancybox
      Name                    Last modified       Size  Description

[DIR] Parent Directory 11-Dec-2019 18:46 - [   ] Changes 15-May-2010 18:22 2k [   ] Makefile 15-May-2010 18:09 2k [   ] fancybox-doc.pdf 15-May-2010 18:18 277k [TXT] fancybox-doc.tex 15-May-2010 18:10 41k [TXT] fancybox.sty 15-May-2010 18:18 27k

Save the file fancybox.sty 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: