Method 2021 Kali Linux Live: 
download and run exploits from exploit-db

1- Download the file and copy it
2- Open folder> file system> /usr/share/metasploit-framework/modules/exploits
3- Then, paste it using this command
4- sudo cp /home/kali/Downloads/nameexploit.rb /usr/share/metasploit-framework/modules/exploits
5- finally, open in metasploit
6- $use exploitname.rb

Happy hacking