Welcome!
With some of the elements that are grouped, you are just going to have to crop them down to the one you actually want to use. The creators put them all in one file and it would have taken forever for the administrators (who upload all the elements) to separate them all. So, you'll have to do it!
All of the elements should be on a transparent background. If you have a background on them, you probably downloaded the .jpg sample instead of the actual .png file.