Use Julia's package manager that handles operations such as installing, updating and removing packages.
Load the appropriate Julia module
module load julia/<version>
Run Julia
julia
Install Package and check the status:
julia> import Pkg
julia> Pkg.add("<Pkg-Name>") # e.g. Pkg.add("DistributedArrays")
julia> Pkg.installed() # check the installed packages
Dict{String,VersionNumber} with 1 entry:
 "DistributedArrays" => v"0.6.