I have no idea where to put these files. I looked under the presets, but the only thing I was successful in doing was placing some new downloaded materials.
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To use the IBLs just click on "Environment" in the 3D panel and then in properties click the small folder next to the IBL. Then "Replace Texture" and load your new IBL texture (you can also create your own very easily by using New or Edit)
For the PSDs just open them as you would any PSD
If you create a new 3D object (e.g. an extrusion) in a new layer just use 3D - Merge 3D layers to bring it into the same environment as the downloaded PSD "stage set"