There just select the tool you want to install, drag and drop it in the brush area. To find it, go to Windown->materials->download. When brushes are download using the app of CSP they are automatically stored in the materials folder, the one that saids 'DOWNLOAD' They are separated caus that's how the program works, you can drag and drop them in a single category if you want to, but sometimes is more organized if they are separated.
all the brushes by default because those come with the program, if you change the settings the brush.
Now about your first question, all the tools pen, markers, pencils, watercolors, oils, and etc.