Let's take it from start.
DLC Balloon Icon Set, Window
1 ] Which DLC?
2] What do you mean window?
3]Baloon Icon set can be imported into a certain folder
I just cant remember the correct one. Read this reply after 20 minutes, I might edit it.
Put it in System Folder.
In my game Events, on the final tutorials, I show you the database.
One tab of the database, is for Tilesets.
You set sets of tilesets there.
Then you go and select map from the down left region of the program, right click on it, and in the properties of the map, you can select a tileset from the database.
Play Events and study those tutorials. They will help you on further questions on Tilesets and passability (I sense this question coming on) and also check @Andar's tutorials in my signature if you don't like my tutorial game

He made fantastic articles!
Actually... here take the link:
http://forums.rpgmakerweb.com/index.php?/topic/14727-a-starting-point-for-new-users-v10/
Except if you wanna MERGE the files together to make a same size collection of some of the tiles of both DLCs. In that case @mlogan nailed it.