But the logonstudio screen file doesn't come with pictures I download the screens and there is only one file in them. When I double click the file logonstudio opens but nothing happens.
A logonstudio file which is .logonxp, is just a renamed zip file. Right click on the .logonxp file, select rename, change .logonxp to .zip, then extract, you will get a folder with the images in it ( it may be inside another folder) move just the folder with images to location in my reply above.