Unpack the zip file. Run Octave and change to the "inst" directory
(from inside the zip file). Type "syms x".
There is also a "Maintainers Makefile" which can build the package for
you from the sources, run tests, etc.
Note: I've never actually done this from those zip files (I think they
are automatically generated by github). So if the above doesn't work,
try a "git clone" instead. This also makes it easier to send all your
wonderful improvements back to us ;-)