How to use video characters

I've downloaded many characters from eLearning Brothers. Then, it is easy to insert the characters from the Media menu. I tried doing the same thing with the "video" version of some of the characters. I had trouble finding the downloaded file(s) and even when I did, when I tried to placed them into my project, all I got was a blank from with a play button that didn't work. 

What is the best method for downloading/installing the video characters?