As hborre said, you need to unzip these files. If they were downloaded from the freestuff here, and are relatively new, (by relatively new, I mean at least as far back as La femme came out) the testers check to make sure the runtime structure is correct. I asked one of the testers. This means you can use the install from zip option in Poser. To do this in Poser, go to file and click on install from zip archive

A window will pop up asking you what to install. Select the file you want to install and hit open

A new window will pop up asking you where to put the content.

You have 2 choices, a runtime or other. I recommend a runtime(that should be the default)

You also have the option for which runtime to use. The default is downloads. Let's use it for this time so we're all on the same page

 hit install.

Now, in your library, go to which category you want, (figures, props etc) and open the downloads runtime

hit the refresh arrow for the item to show up.

It should now be installed.

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I use Poser 13 and win 10