In TIA Portal, navigate to "Options" > "Support packages" and select "Add from file system" to install the .isp15 files.
For the most up-to-date and secure download, you should always refer to the official Siemens Industry Online Support page. Download v15 zip
To make sure this is the right "v15 zip" for you, could you confirm if you are: Updating a project (as described above)? Looking for a 12d Model 15 installer? Looking for CAESAR II v15 installation? In TIA Portal, navigate to "Options" > "Support