Install sqf.xml in org.kde.syntax-highlighting/syntax/, which is located in your user directory. Usually it is:
| For local user | $HOME/.local/share/org.kde.syntax-highlighting/syntax/ |
| For Flatpak packages | $HOME/.var/app/package-name/data/org.kde.syntax-highlighting/syntax/ |
| For Snap packages | $HOME/snap/package-name/current/.local/share/org.kde.syntax-highlighting/syntax/ |
| On Windows® | %USERPROFILE%\AppData\Local\org.kde.syntax-highlighting\syntax\ |
| On macOS® | $HOME/Library/Application Support/org.kde.syntax-highlighting/syntax/ |
For more details, see "The Highlight Definition XML Format" (Working with Syntax Highlighting, KDE Documentation).