To import into your scene go to File>Append, navigate to .blend files folder, open the file, open "Group" folder, then double-click on the name of the group and append.

Or you can select it and copy it using CTRL+C and in your scene pressing CTRL+V.

Please note that this scene contains textures from Max1 - Textures may not be redistributed

HDRI maps are from HDRI Haven