Adding Classes in AS3

Hello, I have read this tutorial and utilized it in my code, but the only problem is that I simply do not know how to add the classes that I am supposed to download.
http://www.webdesign.org/web/flash-&-swish/flash-tutorials/actionscript-3-jpeg-encoder-revealed-saving-images-from-flash.15525.html

Those classes being the “ActionScript 3 Core Library.” I just cannot seem to figure out which folder I need to drop them into for Flash to acknowledge them.

Can anyone help?