If you download and want to install a car setup, then you need to look at your documents folder and in here there is a folder called
Click in here and look for the setups folder
Then all you do is open up the car the setup is for at the track the setup was made for and simply install it there.
Be aware, if you are currently in game and are in the pits at the track you are saving the new setup for
Then the setup will not show in your available setup choices to load until you click out of that track and into it again so it refreshes itself.