This package is supposed to be installed through Composer. When you have composer installed and your project is ready in your composer.json should appear a new record:
{
"require": {
"geoip2/geoip2": "0.5.*"
}
You can find more information about how to install that package in this url: https://github.com/maxmind/GeoIP2-php
Follow each step in order to install Composer and get all dependencies correctly.