You simply need a compatible ATN file. You can put it in My Documents or create a new folder for actions.
Then go to the Actions pane in Exprt mode and click on the menu list (top right) and choose Load Actions, then navigate to your ATN file.
Open your image, highlight the action and click the play button.
Thanks! I remember with earlier versions you had to download to a specific folder that was burried deep in the computer. I didn't realize it has gotten so much easier!