This is a simple modding API used mainly for compatibility between mods. It does nothing on its own, but is required for several mods to run.
Navigate to your Hollow Knight Game Install folder.
Steam: C:\Program Files (x86)\Steam\steamapps\common\Hollow Knight\
GoG:
Copy Everything in this Zip file into the game's folder. When prompted to Overwrite files, say yes.
Steam: Right Click on Hollow Knight->Properties->Local Files->Verify Integrity of Game Files