Find the directory on your computer that GeneCyst usually saves its .gsv files to (usually the same on as your ROMs are in). Now, rename your old Shining Force 2 .gsv file to something like "Old SHF2 Game.gsv" in case you want to use it again sometime. Now, copy and paste the downloaded .gsv (you'll have to unzip it first) into that directory and rename the first part (before the ".gsv") to whatever the first part of your ROM is called. So, if your ROM is called Sforce2.smd, rename the .gsv file to Sforce2.gsv.
Now, when you load the game up and the witch asks what you want to do, select continue and the saved game from the file you downloaded will be there, listed as BOWIE.