Here's how.

To be fair, it's about the same as a normal voicebank.

In UTAU:

Download the Talking Pal of your choice, then unzip their ZIP. Find the folder in the unzipped zipzapUTAU with all the .wav files inside, and drag-and-drop that folder to C:\Program Files (x86)\UTAU\voice. 

Then, open UTAU and enjoy your new zipzapUTAU! If you had UTAU open while putting the folder into the voice folder, close the program and reopen it.

In OpenUtau:

Download the zipzapUTAU of your choice. No unzipping is necessary. Boot up OpenUtau and go to Tools, then Install Singer. It'll tell you to choose a zip file - choose the Talking Pal you just downloaded. Then, go through the installation directions. It'll ask if it's an UTAUloid or some sorta AI. Just pick UTAU cuz it IS technically an UTAUloid. Then there's another one where it shows the OTO - just press next. (Instructions are pretty vague - but click Next on all of them.)

To choose the newly installed character, go to a track, click "Select Singer" and take a look in the "Classic" section. The newly installed zipzapUTAU should be there, ready to be used.