Download Rizu.MelonLoader-vVERSION.zip from releases and extract Rizu.MelonLoader.dll
Create a Mods folder in your base game and put the dll inside.
Create a UserData folder, create a Rizu folder inside UserData, and put Rizu.cfg (generate one with your API key filled in) in it.

In the end, your game directory should look like this:

└───MelonLoader
    └─── ...
└───Mods
    └───Rizu.MelonLoader.dll
└───UserData
    └───Rizu
        └───Rizu.cfg
├───Sinmai_Data
├───Sinmai.exe
├───segatools.ini
└───version.dll

Hard-patching using MonoMod

Download MonoMod.
Download Assembly-CSharp.Rizu.mm.dll from releases and place it in Sinmai_Data/Managed.
Run MonoMod.exe path\to\Sinmai_Data\Managed\Assembly-CSharp.dll in a command prompt.
Rename MONOMODDED_Assembly-CSharp.dll to Assembly-CSharp.dll, optionally backing up the original file.
Place Rizu.cfg (generate one with your API key filled in) in the base game directory (where Sinmai.exe is).

Development

Copy these files from Sinmai_Data/Managed into External:

Assembly-CSharp.dll
UnityEngine.dll
UnityEngine.CoreModule.dll
UnityEngine.JSONSerializeModule.dll
UnityEngine.UnityWebRequestModule.dll

You will also need to download MonoMod and extract to External.

After that, the project can be restored and built normally.