To find where your custom components are stored on your computer click on the Components Menu then select Component Information. This will show you the path that your custom components are stored in.

Layout Components (.p extension) go in the PCBComponents_Custom folder.

Schematic Components (.s extension) go in the SchComponents_Custom folder.

Schematic Symbols (.s extension) go in the SchSymbols_Custom folder.

Once the files are copied to their respective folders you have have to restart ExpressPCB and ExpressSCH if it already running. The newly copied components will be available the Component Manager.