A related question - there are three .exe files that came with the main .exe - do I need to run them as well, or did the installer do that automatically?
You should have 2 content files, the default content and the bonus content, which you should use plus a file for Bryce Lightning, which you only need if you are going to set up a render farm
BTW on installing the content files, check this PDF from Horo before you start. http://www.horo.ch/docs/mine/pdf/BryceContent_v4.pdf
Personally I would not let the DIM install bryce content, but run it to a temp folder and then check this PDF.