I'm embarrassed to admit I dn't know exactly what these mean or the order in which we're suposed to use these with the people/characters we buy here.

The INJ files are usually a color thumbnail or icon and the REMs are most all black & white. So which do we click first?

INJ activates the dial in the figure, REM removes the dial.  If you use Powerloader, the items you check in the dialog are automatically INJected.

The REM icons are to remove the dials.  They're included so that you can reduce RAM usage by removing dials you don't need, but in DAZ Studio if you save the figure with morphs injected as a scene file (.daz), when you reopen the scene the dials are available but don't required RAM until used, so the REM icons aren't necessary.