Besides not being able to access content, things are exactly the same for you and licensed users.
You download the setup and then put the downloaded file in the data/setups folder which is located whereever your LFS install ish.
If you have enabled file type associations during install (i think it's on by default) just double click the file and LFS copies it to the aforementioned folder, also works with replays.
If you didn't and want to enable it, there's a tool for that in:
https://www.lfs.net/downloads