http://common-lisp.net/project/asdf-install/tutorial/index-save.html#install-asdf-install
ここを参考にして

CL-USER> (pushnew "C:/asdf-install/asdf-install/" asdf:*central-registry* :test #'equal)
("C:/asdf-install/asdf-install/" *DEFAULT-PATHNAME-DEFAULTS*)
CL-USER> (asdf:operate 'asdf:compile-op :asdf-install)
; Evaluation aborted

入力してみたんですが

component "asdf-install" not found
[Condition of type MISSING-COMPONENT]

こうなってしましました