You can also use Mendeley's own version of this CSL Editor at //csl.mendeley.com, where Mendeley will host your style, install it directly to your computer and help you share the style with other CSL users.
Go to "Preferences...", "Cite", "Styles", click the "+" button and select the downloaded style.
See also the official Zotero documentation.
Copy the downloaded style file into Docear4Word's style folder. This folder is usually located at "C:\ProgramData\Docear4Word\Styles\".
If the folder "C:\ProgramData\" isn't visible, you need to configure Windows to show invisible files. To do so, open the Windows Explorer, press Alt, select "Tools" -> "Folder Options..." -> "View" -> "Hidden files and folders" and select "Show hidden files, folders, and drives".
See also the official Docear4Word documentation.