After downloading, you need to unzip the file (I'm assuming you've done that), and that generally gives you all that's in the download. If it's a minikit, it should have both papers (files with an extension of .jpg, usually) and elements (usually files with extension .png). You should be able to see these files in the folder that results from the unzipping. Go to explore and see if you see those files.
To open and use the various files, open your application (PSE??) and ask it to open the files in the particular place you've kept them. Open a new blank file of the size your layout should be (8x8 or 12x12, 300dpi, transparent background). Then drag over the background paper(s) and elements and photos you've opened up.
Hope this helps!