Well, it depends what exactly you downloaded. Many files have different ways of installing them so theres no sure fire way to install everything in one particular way. Basically what im saying is tell me what you downloaded and ill see if i know how to install it OR see if i can figure out how to.
.ico is the only Icon extension I know of. But you can often find icons in other files by using "Change Icon" in a file's properties and opening the other file with Browse. Several dynamic link library files contain icons.
You have to download the icons that you want, then extract them to the "icon library" in the Program Files of Icon Packager. Then it should just be what RS said.
You have to download the icons that you want, then extract them to the "icon library" in the Program Files of Icon Packager. Then it should just be what RS said.