This program makes a collection of cards for you and stores it in a complex set of files and folders. The core file will have a .kno extension. When you started using the program it should have setup a default card set with some cards about how to use the program. You can delete these (or leave them as you'll then memorize how to use all the features), and throw in your own cards.
Because it schedules daily assignments for you, I think it's easiest to import all cards into a single .kno collection. I would not import all the cards you downloaded at once, but rather introduce 50-150 (depending on you commitment) per day.