Your save folder is in My Documents. Make a note of the last numbered set there, and renumber the ones you downloaded so that they follow on in set sequence.
As saves for this game are stored in date order, when you start up the game and go to the load screen you'll then need to scroll all the way back to the beginning of your saves to find the new one.
Good luck and enjoy the rest of the game.
"Bleat, Watson -- unmitigated bleat!" ~ Sherlock Holmes