Okay what you need to do is move the brushs (extracted from their zip files) into the "Brushes" folder in Photoshop. *using Windows Explorer or whatever general browser you use*
Then when in photoshop, right hand click on the canvas with the brush tool and scroll to the option that says add Brushes. Add each brush you've got one by one into your brush palette. And there you go.
Hope that made sense.