Just follow the NeoGPS Install instructions
or re-read reply #3. All the NeoGPS source code is in a sub
directory called src
NeoSWSerial is a typical Arduino library that you simply unzip into Arduino\Libraries directory. That would create Arduino\Libraries\NeoSWSerial-master directory, which you can rename to Arduino\Libraries\NeoSWSerial, if you want.
If you're on Windows, you may have selected a Windows Explorer option to "Hide extensions for known file types", under View -> Options -> Change Folder and Search Options
, in the View