How to import?

In Blender go to File and select Append, navigate to where the .blend file is located on your computer and doubleclick on it. Open Object and select the Planet and the planet should now be imported with all linked elements correctly.

Troubleshoot 

If the Clouds don’t render properly, try increasing the Volume Light Bounces. To do this go to Render Properties and under Light Paths under Max Bounces increase Volume to a minimum of 3 (about 12 in Blender version 3.3). If it doesn’t help try increasing Transparent as well to at least 4. 

If the Radius parameter doesn’t work properly, check if “Scale” is written on Scale under Output Attributes in the modifiers tab.

If the Sunlight Mask doesn’t work check if the correct Light Source is selected, if that doesn’t help check if “light angle” is written on light angle under Output Attributes in the modifiers tab.