It's a Mac.
If you want something somewhere, drag it there with the mouse.
If you download loops somewhere, just drag them to the loop browser to install them.
If there are no loops in GarageBand (there should be), you can install them from the Install Disks that came with your computer.
They should be here, though:
/Library/Audio/Apple Loops/Apple/Apple Loops for GarageBand/
If there are loops there that don't show in GarageBand, you can drag them into the loop browser to re-import them.