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Like any other plugin you simply upload the plugin directory to the wp-content/plugins directory. You can also upload and install it through the WordPress plugins admin page.

Remember that a prerequisite is the existence of The Events Calendar 2.0.9 (though the latest version targets The Events Calendar 3.0).

Once installed and activated a new "Housekeeping" tab will appear on the Events > Settings page. You must enable garbage collection via this tab or it will not do anything.