I was preparing this answer when n8te's answer appeared: it is entirely correct and I up-voted it.
However, my answer was based on Ubuntu and the dialogues are slightly different: so I am submitting my answer for the benefit of users who experience different dialogues.
First, extract the files from the zip file, then start Impress.
Then from the File menu select Manage, or type Ctrl+Shift+N.
In the Template Manager dialogue box, select the Presentations tab, then click on the Import button and navigate to the diectory where you extracted the .otp
files. You can several or all the template files and they will be imported together.
(I did not get the Select Category dialogue, but this may be because I haven't created any specific categories.)
You will now see all the imported templated if you click on My Templates. For some reason, My Templates was not in the drop-down folder list in the new presentation wizard, and I had to select all the templates and move them to one of the presentation folders, although oddly I could move them back and now My Templates appeared in the list. This may be a minor bug in my version 5.1.6.2 on Ubuntu 16.04.3 LTS.