You need to install them like any other files. What format are they in? If they are in ZIPs, then they should have a Runtime folder, just drop that into the My Library folder.
If they are installers, just point the installer to your My Library folder, and the installer will put them in the correct place. Just make sure that My Library is the last folder in the path you give the installer.
I did that for bryce sky and for the cat,dog,horse - but when I go into the software, I do not see cats or dogs, horses, nor do i see bryce clouds, sky, or other items.
my library/content/bryce Models/
my library/sky presents
my library/terrain maps
my library/terrain libraries
not sure where to look to bring in backgrounds to the software.