If you are trying to install xukmi shaders (often found on his Patreon or free releases on modding discord servers), here is the modern way to handle them.
: Tools like MEBS (Material Editor Batch Settings) allow users to quickly swap all character clothing and accessory shaders to the Xukmi set for a consistent visual style. xukmi+fx+shaders
Do not rename the .fx file. Xukmi's code often references specific file paths. If you rename xukmi_rtgi.fx to cool_light.fx , the shader will break because it cannot find its own helper files If you are trying to install xukmi shaders