To use the free MainStage patches, you'll have to have a MainStage concert open first. Keep in mind, these aren't concert files, they are patch files and set files.
You need to either open a stock MainStage concert like "Keyboard" and select choose.
You can then drag the patches from the folder Patches- Drag into Concert or set files from the folder Sets- Drag into Concert. Set files are a collection of patches.
Here's an example of the Pads/Textures.patch set file.
We also recommend you move your patches out of the downloads folder and into Music > MainStage. Then, you'll be able to access them in your Patch Library under User Patches.
You can add a new patch and add any of them that you want. If you click on another it will replace the one in the patch list. You'll hit the plus to add a new one.