In most cases you add addons to the game by opening the file that they come in (usually a zip file) and then
unzipping it into your orbiter directory. Some even come with their own installers, which do all the work for you. The
readme.txt file that accompanies the addon should give individual detail relavent to it.
As for the 3 rockets on the shuttle, I'm not quite sure what you mean.
Sitting on the launch pad you can press '+' on the numpad to switch on all the engines. Once in space the three big
engines on the shuttle can't be used, only the two little ones.