There are two ways to add samples downloaded from Sounds into your DAW.
Note: Presets are downloaded outside of the app. They will download directly to your browser's downloads folder instead. Refer to this article for more information.
1) From the Splice App
Simply drag samples directly from the Splice app into your DAW's timeline/software instrument.
Note: if you're on Windows, make sure you're running the Splice app as an administrator when adding samples from the app to your DAW to avoid permissions issues. If you're not running programs this way by default, you can run Splice as an administrator by right-clicking the application and clicking "run as administrator."
2) From your DAW's Browser
Navigate to the local folder by clicking "Open enclosing folder", this will open the file in Finder/Explorer.
Once you have found the location you can add the "Sounds" folder into your DAW's browser. This process differs between DAWs, please refer to DAW's manual to find out how to add custom folder's to your DAW's browser.
Adding the Splice folder in Ableton: