Installing Android M OTA on Android M preview
Short answer: You can't.

OTA update is built for specific build model. As far as I can find, Google only provides OTA update for Android 5.1.1 Lollipop users (e.g. article on Digital Trends, article on Android Central).

In addition of that, Google has already mention that there is no OTA update for developer preview to stable version (refer to Will the Android M developer preview get an OTA update to the stable release version?).

So, either you must flash the final Marshmallow image from Google's Factory Images for Nexus Devices, or downgrade to Lollipop and install the OTA (for whatever reason, because I think it's impractical since you have unlocked bootloader anyway).