Dominic's advice above is good, although you should take care to match the correct versions of Neo4j. So for the plugin above you must download Neo4j 4.2. It will not work on Neo4j 3.5. Each plugin has the version of neo4j for which it was built included in the plugin name. So neo4j-spatial-0.28.0-neo4j-4.2.3-server-plugin.jar was built with Neo4j 4.2.3. It should work with any version of Neo4j 4.2, but because of the use of internal API's, it might not work with all Neo4j 4.2.x. But it most certainly will give problems on Neo4j 4.1, or 4.0, and definitely will not work at all on Neo4j 3.5.
If you have an already running version of Neo4j, then look at the spatial releases on the page at Releases · neo4j-contrib/spatial · GitHub, and choose one that is closest to the version of Neo4j you are using.
Also, take note that the procedure spatial.importOSM can only import one OSM file. If you plan to import more than one file, then you need to use the 0.28 version, and the procedure spatial.importOSMToLayer.
And finally, if you wish to import large OSM files quickly, it is better to use the external offline import tool at GitHub - neo4j-contrib/osm: OSM Data Model for Neo4j. It is much faster and can import much larger OSM files.