I can take a shot at helping you out
First, it depends on the entities you are referring to. Some of these great artists put their work in an install file that will install their entities for you in the appropriate directories of FPS Creator. Others require you to use winzip/winrar to extract and manually place in your filesentitybank or filessegments directory. There is usually a Readme file giving some instructions as to how to install properly.
IIRC you can purchase entities from the TGC Store and they get placed in your Game Creator once the transfer is completed. Others will post a download link in the forum post. Others may have them hosted on a website to download.
Hope that gives a general idea. If you need further help, let me know and I'm happy to give you a hand.
Cheers