PDN Fanatics

Hello I have been looking at the tutorials and the files I have some with a .xml file, but have not found where they should be placed on my computer. I'm not sure if they should go into the C:\Users\Harry's\Documents\Paint.NET User Files\Effect Presets, or somewhere else. I did a search but have not been able to find anything on that type of file. I believe I'm asking in the right place. Thank you