Get the realm's bundle (the .zrf file). You usually download this file from the realm's community or vendor web page.
Once you have saved the realm's .zrf file you can install it by using the "import realm" command:
Note: The default open-source realm is called "otpr" and is automatically installed.
zx import realm [path/to/realm_name.zrf]
For more information see the full page on this command.