These instructions show how to add a python script to a toolbox. You'll need to create an empty toolbox first.
The issue might be the files themselves. Those python scripts don't actually look like script if you open them up. They actually look like an HTML document (web page). That might be why they are not loading correctly for you. Can you confirm the source?
Also, the MAPC Stormwater Catchment.tbx seems empty when viewed in ArcMap.