The installation of Klarna Paymsnts is possible in several ways.
On the one hand, you can obtain and configure the extension directly during the installation of Shopware in the initial setup wizard.
On the other hand, you can also license the Klarna Payments extension directly in the Shopware Store at store.shopware.com. You can then download and install the extension under Extensions > My Extensions. 
It is important that you have previously logged in with your account in the Shopware Account tab. 
After the extension has been installed, you can activate it using the button to the left of the extension.

To learn more about Klarna via Shopware visit our documentation.