If you must use a trainer, stick to established communities like MrAntiFun or GameCopyWorld, which have long-standing reputations for scanning files.
Right-click the trainer's .exe and select Run as Administrator to give it permission to modify game memory.
Once you have safely downloaded the .zip file, the general process for applying a trainer is as follows:
Open the game version (e.g., Dead or Alive 5 Plus on PC via an emulator or the arcade version).