Add permanent component in LTSpice from asc and asy
If you want to add a permanent component add the .sub files into
ltspiceiv\lib\sub 
Add .asy files into 
ltspiceiv\lib\sym

Make sure the spicemodel parameter (while your editing the .asy file goto edit\"edit attributes") .asy file matches the .lib or .sub files (you can even put a different full path like c:\models or something like that, if you don't specify the full path it will look in the lib folder)

Make sure the model name is in the .lib file

Make sure that the pins match (if your creating your own .asy file make sure the pins in the .asy go to the pins in the model in the correct order). If you have to, debug this by running the spice file, and look at the netlist in view\spice netlist