If you got Bolt from the Roblox Toolbox, you can simply open the toolbox in Roblox Studio and head to the assets that you own. Once you have located Bolt in the toolbox drag it into the Replicated storage inside the explorer.
If you have downloaded your bolt.lua file direcly from ICrann or via GitHub you will need to find the file inside the file explorer. It will most likely be in your downloads folder. Drag in the bolt.lua file into the Replicated Storage in Roblox Studio. Make sure to make all other module scripts children of Bolt!
Test that Bolt is working by placing these two lines of code into any script.
local Bolt = require(game:GetService("ReplicatedStorage"):WaitForChild("Bolt"))
print(Bolt.Version)
Once you have placed this code into any script play the game and inside the output you should see something similar to 22.0.0