Read the script before running it if you like — it downloads the release, checks its sha512 and copies Sniff.app into Applications.
Or install the DMG
Open the DMG and drag Sniff into Applications.
Sniff isn't signed by Apple, so macOS blocks the first launch. Run once in Terminal: xattr -dr com.apple.quarantine /Applications/Sniff.app
(or System Settings → Privacy & Security → Open Anyway).
From then on Sniff updates itself — look for Update & restart in the corner.