Well, you import them the same way, just clicking on the appropriate folder before you try to import.

The one you posted above, however, is a charset, not a BattleWeapon set. It's for showing weapons and stuff on tables in a shop, or in the field so you can pick them up. Not actually characters, but it's considered a charset based on it's specifications.

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BattleWeapons are 192x512 pixels with 64x64 frames.
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Monsters can have a max of 240x240 pixels.
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Anywhere you download RM2K3 graphics, you'll find them separated. You'll notice Battle Weapons and Monsters and other good stuff for you to import. Just realize that you can't import one type of graphic as another, without making some "adjustments".