You can either open the included .blend file, select the object, hit ctrl c, open your destination .blend file and hit ctrl v, or you can append a model into your scene by selecting File->Append and then navigating to where you saved the included .blend file.

The subsurface scattering value depends on the scale of an object. As we use real world scales, the default value is very small. If you increase the size of the seashells, you will also have to increase the subsurface scattering value to get the shells to look realistic.