Just save them to a folder, desktop, whatever. If theyre zipped open them with winrar.
You can go to file and open it just like you would a document or render, or you can drag and drop them from the folder into your document (preferred, especially if you have a ton of c4ds, choosing a specific file name is a hassle)
Once you have it in the document mess with your layer styles, set it to linear dodge, pin light, etc etc. Read a lot of tutorials that deal with c4d usage as well.