How do I install a KiCad schematic or footprint library?
Leon's link is right on the mark as far as importing downloaded libraries into KiCad.

I highly recommend all of the posts from curiousinventor.com.  Start here and go through all of the posts.  There aren't that many, and they are quick and easy reads.

In a nutshell, the icons in the toolbar are your friends, so learn them right away.  You'll put parts into you schematic with the "Place a Component" function in the right toolbar.  You can pick the part you want by using "Select by Browser", or you can do a keyword search.  The problem with the keyword search is that if you've modified a component and saved it into your own custom library, when you search for the keyword you'll get multiple instances, and you won't be able to tell which library the instance is from!  So in this case, "Select by Browser" is the way to go.