ICC profile is a set of data that characterizes a color input or output device. The profiles typically describe the color attributes of a particular device by defining the mapping between the device source and a profile connection space. Basically anything that can produce colors either it is printer or screen can be assigned to a specific database that describes color gamut of this particular color representation.
How to install ICC profile on PC
Save ICC profile anywhere on the PC and then right-click a profile file and select Install Profile from the menu. If there is a need to install more than one profile, you can also do that in bulk by copying *.icc/*.icm files directly in c:\windows\system32\spool\drivers\color folder.
How to install ICC profile on MAC
In any desktop Mac OS correct way to install the color profiles is to copy files into the /Library/ColorSync/Profiles folder or the /Users/[username]/Library/ColorSync/Profiles folder depending on your configuration.
Keep in mind that there can be subfolder that is also called Profiles. Do not copy files in this folder as then profiles may not be visible to applications.
Where to look for color profiles
Typically all output devices comes with the ICC characterization profiles, using generic profiles or you can build profiles from scratch if you need higher precision of you output characterization.
Your PC/MAC is already coming with generic color profiles that will do their job for a daily use. International Color Consortium website is keeping a record of all generic output profiles that are built for print data characterization. But since the webpage is not updated on regular basis, better is to look directly at the webpages of the organizations that are keeping the track for the generic output data characterization worldwide.
Profiles corresponding to standard printing conditions are available for download from ECI or Idealliance.