I think this is simpler now, so am including the following instructions:
$ cd /c/Program Files (x86)/Hydrogen/data/drumkits/ $ mv ~/Downloads/GSCW-2.h2drumkit . $ tar xzvf GSCW-2.h2drumkit
I then restarted Hydrogen and GSCW-1 and GSCW-2 were available in my sound library.
The only note that I would add is that you will need a tar for Windows, (ie http://www.cygwin.com or http://gnuwin32.sourceforge.net/packages/gtar.htm), as h2drumkit files are compressed tar files.