1. Extract the zip. (It's not flashable)
2. Copy the folder OnePlusWallpapers (Not it's contents. The whole folder) to /system/app/
3. Change permissions of "OnePlusWallpapers.apk" under the folder to rw-r--r--
4. Change permissions of folder, "arm" to rwx r-x r-x
5. Change permissions of "OnePlusWallpapers.odex" under the folder "arm" to rw-r--r--
6. Reboot. Go to wallpapers and choose OnePlus Wallpapers. See if it works.
Alternatively you can just try installing the apk in the Zip directly and see if that works. Attached below - OnePlusWallpapers.zip