First Time:
The PCB Part Libraries require FREE software to convert them into your ECAD Format.
To get started please visit - RS.componentsearchengine.com/pcb-libraries.php
Subsequent Times:
Make sure 'Library Loader' is running on your PC.
If not launch it from the desktop shortcut: 
After downloading the Schematic Symbol & PCB Footprint zip, check in your ECAD tool. The libraries will have been loaded automatically.