I run into this all the time with GITHUB. I’m sure I’m missing something, but how do I import a GitHub integration when I’m presented with a page such as the one below?
That’s part of the Home Assistant core program. You don’t have to import it. It’s included with every release.
And if you are refering to a non-official addon, click the 3 dots in the upperright corner to add custom addons:
Likewise for custom integrations in HACS:
To actually answer the question that was asked… 
on the main github repo page there will be a green “code” button on the right:
you can click that button and you will then typically click on “download ZIP” and you will get all the code in the repo. then you open the zip and copy over the integration files themselves. The file structure may be different for different repo’s so it will be hard to tell you a hard and fast rule for which folders they will be in.
Note that that procedure is only for those who really know what they are doing 
“open zip and copy over the integration files”…from where TO WHERE?
From the unzipped folder location to your HA custom_components folder.
Again as not all github repos have the same structure I can’t tell you exactly which folder from the unzipped folder to copy over i can tell you they all go in your custom_components folder in HA.
But this is only for integrations. Lovelace plugins go in a completely different location and are referenced in HA in a different way.