In Common Lisp, quicklisp is a popular library management tool. I'm going to use that tool and I'm going to try and use CL-WHO. I use the SBCL 1.0.57 implementation. I'm going to answer my own question below.
As a beginner, it's not clear how ASDF and quicklisp actually work together. And so it's not clear how to actually use packages or libraries that you've downloaded through quicklisp in an external source file. The quicklisp FAQ, at least at this moment, does not help. In python, it's incredibly simple: you can just put 'import somemodule' and life is great. Is there an equivalent for CL+quicklisp?
If you search, you find many results. Here are some of the most relevant ones I've found:
How to use packages installed by quicklisp?
When I was reading through these originally, at least one question came to mind: do I actually have to care about ASDF if I'm using quicklisp? Quicklisp seems to be a higher level management tool. Other people suggest using quickproject. But is that really necessary?