As Dave R explained... 'ThruPaint' is not a standalone tool - it is part of the larger FredoTools download/installation.
So download & install that & the its required 'LibFredo' - then you'll have what you want, after you restart SketchUp...
It is NOT accessed from that page's 'Download' image, but the link below that should also work ?
It's easier to go directly into the PluginStore and find FredoTools etc...