In recent years, Quicklisp (see http://www.quicklisp.org/) has become the de facto standard for loading Common Lisp libraries. Make sure that it works for you.
Quicklisp installation is easy following the installation instructions from the Quicklisp homepage Quicklisp which are essentially the following two lines in the shell:
curl -O https://beta.quicklisp.org/quicklisp.lisp sbcl --load quicklisp.lisp # if your CL implementation is SBCL
followed by entering the following Lisp expressions at the SBCL prompt:
(quicklisp-quickstart:install) (ql:add-to-init-file) (quit)