How do I use custom made (dowloaded) shipsets?

[Nitram Draw]

Yep you need .emp files. If they didn't come with them you can do the following:
Start a new game, large quadrent
Un-check computer generates neutral empires.
Set the number of computer empires to high.
Choose your race.
Start the game.
Before taking your turn open the game main menu and click players.
Click on each green dot of a race without an .emp file to change player to human control.
When that player turn comes click main menu again and click save empire.
Save each empire this way. You can increase you odds of picking the star trek races by temporarily removing most of your existing races from your race directory.
There may be easier ways to do this but I know this way works.