I'll assume someone will move this thread if it's a problem, but here's the answer anyway:
To use one of the SWF ones, you press I in-game to bring up the Modding tab of the menu, click SWF Mod and select the file you want to use. Some of these only work in the Loader, so make sure that you're using that if you got the file from the Loader Imports board.
There are also static (ie non-moving) hairs, which are all png files. Same menu, same tab, but you click Hair instead.
Finally, there are character codes. These often come in text files (like makotocode.txt in your example). Simply select-all in that file (ctrl-a), copy (ctrl-c), paste (ctrl-v) it into the box under Custom Save Data, and click Load.
An SWF is usually a complete character. Otherwise, you'll need both a hair and a character code for them.