First which version of PSP are you using? This could affect some of the files if you have an older verison.
All of the kits for digital scrapbooking work in PSP because they are all .png, .jpg and/or .psd files.
Actions and style layers are for Adobe PS and no they will not work in PSP.
PSP has scripts, tubes and such. Just make sure you read the product desciptions and if it is a certain program type product take note of which program it works with and which versions it works with.
I have a number of PSP products (tubes, brushes and scripts) in my store here at PSP that work in 9 and X. Link to my store is in my blinkie!
Let us know if you have any other product questions about whether you can use them or not in PSP.