For Windows MSVC: Put the .natvis in (for example)
%USERPROFILE%\Documents\Visual Studio 2019\Visualizers
For Windows MinGW / macOS / Linux: Add the following lines (for example) to your ~/.lldbinit (create one if does not exist):
command script import ~/lldb/ProtobufFormatters.py
command source ~/lldb/ProtobufFormatters.lldb