Presets and Pseudo Effects both have a .ffx file extension, and in fact, a Pseudo Effect is just a Preset with a custom control interface. To install them, simply move them in to the User Presets folder.
C:/Users/USERNAME/Documents/Adobe/After Effects YOUR VERSION/User Presets/
~/Documents/Adobe/After Effects YOUR VERSION/User Presets/
Within this folder, you can also create sub folders to keep presets organized. Within the After Effects 'Effects and Presets' panel, any organizational folders you set up WILL be imported as well, so creating folders can help you stay organized on the file system as well as within After Effects.
Once you have copied your presets into its folder, you have a couple options for getting your preset to load. If After Effects has not yet been started, it will automatically be loaded upon startup. If After Effects is already open, you can simply go to the fly-out menu for the 'Effects and Presets' panel and choose 'Refresh List'. Your newly added presets will then show up under the '*Animation Presets > User Presets' section.