Once you have physically connected your sensor to your Mayfly board, the next step is to download the library to communicate with the it from GitHub. If you are only interested in the SDI-12 library, download it here: https://github.com/EnviroDIY/Arduino-SDI-12/archive/master.zip. If you would like to download a collection of libraries that might be useful in communicating with and logging data from sensors, including the SDI-12 library, download this: https://github.com/EnviroDIY/Libraries/raw/master/libraries.zip.
To install the libraries into the Arduino IDE, follow the instructions for Manual Installation on the Arduino library guide: https://www.arduino.cc/en/guide/libraries. If you are using PlatformIO you can install only the SDI-12 library using the terminal prompt command: platformio lib -g install “Arduino-SDI-12” or the entire collection of libraries using the command: pio lib -g install https://github.com/EnviroDIY/Libraries.git#platformio. For another IDE, follow the installation instructions for that IDE.
If you have not yet downloaded any IDE or program to communicate with your Mayfly, I highly recommend PlatformIO over the IDE created by Arduino.cc