You should follow these steps to install the Drupal module:

Download package

Download the package from Drupal.org

Install package

Follow the steps outlined on Drupal.org to install your GatherContent module (in case of version 8.x-4.x make sure to enable the Gathercontent UI, Gathercontent Upload and Gathercontent Upload UI modules as well, all found in the same package):

Check menu item

After you install the GatherContent module, you will find a new menu item named GatherContent in:

Drupal 7 Menu:

Admin > Configuration menu (/admin/config/gc)

Drupal 8 Menu:

Manage > Configuration menu (/admin/config/gathercontent)

Configure the Drupal Module

Tip: The Drupal 7 module needs Guzzle v5.3.1 as a dependancy. The Drupal 8 module uses the Guzzle module attached to the core install.

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