Helping installing texture into Blender

You are welcome.
I downloaded one of the files (bottel_glass) and you are not doing anything wrong, there is something wrong with the file. It only has 40.1 kib, even if you save the default file you will get at least 753.1 or similar.
You can check your workflow by making your own material in a file and appending it to another file, but as I say the files on that site seem empty. (at least the one I downloaded).
The glass materials that are shown look very basic, I suggest you watch some basic tuts on blenders material nodes, you do not need an image texture to create glass, glass is all about reflection, refraction and transparency, there is a glass material node that works ok to make things simple.
Edit:
If you want good glass for eevee (it is more tricky than cycles) I recommend reading through this thread, there are example files for you to download.

Realistic Glass in Eevee