Problem solved.
1 - The files were in the correct library.
2 - Seems the files were double-zipped. I unzipped the files after putting them in the correct library. Turns out I had to unzip them again. Now they show the *.sh3f extension and are recognized by SH3D.
3 - Thanks for the tip that clicking the library shows the directory. 4 - I hate W10 !!