You should see the items you downloaded there. Click on the Filter Items tab, select Content, then tick the Custom Content button and you'll see all your custom content. If you can't find a particular item in Buy Mode (this is where your custom objects go), go into Buy Mode (by clicking on the tools icon or F2).As described above, make sure you have custom content and script mods turned on in your game.Here's a list of things to check and try when you run into problems:
However, if it doesn't show up in your game, or doesn't work for some reason, you might need to do some troubleshooting. If you've installed the CC or mod exactly as described above, it should all work just fine.