Copy the downloaded Referenced Files (.zip) files into the Referenced Files folder.
If you have moved your libraries from this default location, you will want to instead access the location where they have been moved to. This is the default file location for Core, Bonus, and Manufacturer libraries. Open Design Alliance, dwg/dxf Libraries, ACIS 3D Modeling Kernel, and many other Technologies.
To install the core catalog files on Windows Open both the folder containing the downloaded files, as well as the destination location where the catalog files will be copied to, then copy or move the files from the download folder to the core catalog folder. zip folders and need to be copied as-is do not open or extract the contents of these files.