"AGK-Shader.xml" goes in "C:\Program Files\Notepad++\plugins\APIs".

Store "agkShader_syntax_openGL_DARK_06-20-2018.xml" somewhere on your computer.
Import "agkShader_syntax_openGL_DARK_06-20-2018.xml" in the User Defined Language window.

Menu Bar -> Language -> Define your language... -> User Defined Language window