these are not Kontakt Player libraries, at least the versions I have are not. So no, you can't "add library", you have to access them through the files browser or quick-load.
And YES, this is one of the all time most confusing "features" of Kontakt. Really- they couldn't find a better way to differentiate their products? FWIW, I do support for a sample library developer, and more than half the questions we receive seem to revolve around the difference between player and non-player libraries.
Here is a (somewhat tongue in cheek)
video on the topic. Enjoy!
In other matters -
First of all, excellent choices. I play mandolin and banjo, but frankly, his libraries sound better than my instruments (I really need to buy better instruments), so I use the libraries more often than I care to admit.
Second - there are no multis, these are relatively simple libraries that do what they purport to do, without a lot of extra stuff. In some ways that is a good thing, but dang, one could have a lot of fun with these samples<G>!
Next - I use 7zip because I lost my license file for WinRAR, and I don't feel like paying for it again, especially since 7Zip seems to do everything I need (except batch uncompress, I do miss that.) You should have no problems with either.
Last - ignore the icons and other cruft - these are issues that plague pretty much any software that tries too be cross-platform, same as the goofy ds_store files you'll find from time to time.
Enjoy your libraries, and holler if you have any other questions.
(I have no relationship with Bolder Sounds, other than being a satisfied customer)