You'll notice that the shoes are properly arranged in a Runtime folder structure.  When this is the case, leave it exactly as it is arranged.

Drag the ENTIRE hierarchy, starting with Runtime into either your Poser 13 Content folder, or your Poser 13 Content > Downloads folder.   This will put everything where it needs to be. Geometries, Libraries, and Textures. With the way you are trying to do it now, by only trying to put the CR2 file in, you'll get errors because it won't be able to find the geometry and textures. The relations between the library file and its other parts is very important to keep intact.

This is basic stuff. Put it in your notebook for future reference. 8-)