Place the downloaded file in your "SwordSearcher User Modules" file which is found in your PC's document folder by default. Once in there it will show up in the "Books and Dictionaries" section when you open up SwordSearcher.
Yes I see there are up to 28 but they both jump from 20 to 28 with nothing in between http://www.williamhuntington.net/Works/index.htm though there is a later six volume set :confused:.