How to import an FBX rig from animset into blender autorig

I saw an animset FBX file package I’d like to purchase, so that I can retarget them into autorig. To ensure some compatibility I downloaded the UE4 package install (HUGE file)
In case the FBX downloads needed a place to import to. As I’m not certain “purchased downloads” would go to the desktop. Just a hunch.

As well, I downloaded blender 2.82 in order to use the blender add-on bonebreaker to help with conversions and retargeting.

Yet, I’m unable to discover “how” to open up UE4. As hitting the launch button only brings me to the marketplace window.

And secondly, I’m still no able to discover WHAT will happen to the animset FBX animation files if I purchase them.