There are several different ways to manage third party libraries like this one. Using git clone is a great way to keep it up to date.
How you decide to manage the library(s) within KiCad is open to debate, but the way I prefer to use them is to pull them in to the Project Libraries, that way they are managed separately from the default libraries, this can be done as such:
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git clone https://github.com/Digi-Key/digikey-kicad-library.gitinto your preferred directory -
Open KiCad
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Import the symbols:
A. Open Symbol Editor or Schematic editor

B. Click on Preferences then on Manage Symbol Libraries…

C. Click on the Project Specific Libraries tab:

D. Click on the Add existing library to table button:

E. Navigate to the directory where you cloned the Digi-Key KiCad Library
F. Navigate to the digikey-symbols folder within digikey-kicad-library folder

G. At this point you can add one library at a time or all of the libraries. To add all of the libraries click on any one of the the libraries and then press
Ctrl+a. This will select all of the libraries, then click the Open button.H. You should now see the libraries in the table:

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Import the footprints(similar process to symbols):
A. Open Footprint editor or PCB Layout

B. Click on Preferences then on Manage Footprint Libraries…

C. Click on the Project Specific Libraries tab:

D. Click on the Add existing library to table button:

E. Navigate to the directory where you cloned the Digi-Key KiCad Library
F. Expand the digikey-kicad-library folder and select digikey-footprints.pretty

G. Click OK
H. The digikey-footprints should now show in your library table
