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 patch from your Downloads folder in Finder or if you downloaded one of the Patch of the Week Volumes, you can drag a patch in from one of those folders.
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.