Hi, AA.
1.) when you download the pictures, make sure you got a PNG -- not a JPG. Sometimes there is a JPG, which is the sample, but you can't download and use that as an element. If you have a JPG, go back to the download section and look for the link. That will take you to the PNG.
2.) For transparency issues in PSP, see this thread:
Graphic background transparent?
3.) If you have an element with say, 10 eyelets, and you only want to use one, select the one you want to use and then use copy / paste to add only that eyelet to your layout.
3.) Almost all elements here are shared as pngs, since you can use them in all programs -- once you get past #1, that is. Only PSP has tubes. So, the stitching should be a png, which is transparent. You can then use it the same way you would use any other element. I don't use PSP, so if there is a way to use a PNG as a tube, I don't know what that is. But I'll bet someone else does.
4.) I'm not laughing.

I was new once too.
HTH and welcome.
JanetC