Add to composer.json file to repositories section:
{
"type": "git",
"url": "https://github.com/yenyasinn/memsql.git"
}
then run:
composer require "yenyasinn/memsql":"master"
It installs Memsql module to the folder with contrib modules.
Then copy memsql/drivers folder to the Drupal root folder (on the same level with index.php file)