Click the Download Style button on that page (screenshot of download button for illustration only, this is not a clickable button).
Save the downloaded file somewhere you can find it again (many web browsers will, with default settings, automatically save it into your Downloads folder).
Find the downloaded file with your file browser (default: Finder on a Mac, File Explorer on Wndows [note: the yellow folder thingy, not Internet Explorer])
Double-click on it to open it in EndNote.
Use File menu > Save As to automatically save it in the correct location for EndNote to use.
If you wish, rename it to something other than APA 7th Copy - e.g. APA 7th Official or APA 7th EndNote
Close the style editor.
With an EndNote library open, use the drop-down style selector and choose Select Another Style...
Select the saved style name and click the Choose button
You are now using the APA 7th style in EndNote.You might still need to select the APA 7th style in existing Word documents.