The installation of the Cubefree package follows standard GAP rules, see also Section Reference: Installing a GAP Package in the GAP reference manual. So the standard method is to unpack the package into the pkg directory of your GAP distribution. This will create a cubefree subdirectory.
To use the Cubefree Package you have to request it explicitly. This is done by calling LoadPackage like this:
gap> LoadPackage("cubefree"); true
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