As with any libraries, Altium needs to be set up for which libraries it uses, to do this the available libraries will need to be modified.

Start up Altium with the special desktop shortcut and open a schematic design. Click on ‘Project->Project Options, and select the "Search Paths" tab in the window that opens. Click Add and in the "Edit Search Path" window that opens un-check the "Store Path as Relative", click on the three dots in the Path box and search for (or enter) "C:\AltiumPickeringLib". Click OK and OK. Click on the Components tab (you may have to go to "Panels" on your lower tool bar and tick Components for this to be available on your tool bar) and you will then see a set of Libraries available called PickeringComponents.DbLib - <component type>$ for example:

PickeringComponents.DbLib - Capacitors$