(Layout Plus 9.2) How to copy a part from one MAX file to another

Leon's link is right on the mark as far as importing downloaded libraries into KiCad.

I highly recommend all of the posts from curiousinventor.com. Start here and go through all of the posts. There aren't that many, and they are quick and easy reads.

In a nutshell, the icons in the toolbar are your friends, so learn them right away. You'll put parts into you schematic with the "Place a Component" function in the right toolbar. You can pick the part you want by using "Select by Browser", or you can do a keyword search. The problem with the keyword search is that if you've modified a component and saved it into your own custom library, when you search for the keyword you'll get multiple instances, and you won't be able to tell which library the instance is from! So in this case, "Select by Browser" is the way to go.

You will never find an absolutely complete parts library from any vendor. What you need to do is learn how to use the library editor of your tool. There you create packages and symbols that you can place in your schematic and layout, based on the datasheets from the manufacturer.

As far as simulation goes, there is no complete/unified tool for this. You'll really only find SPICE models for basic parts, such as transistors and diodes, and sometimes for bus drivers (like pins in an fpga). You'll use a SPICE simulator for doing timing and frequency analysis for that kind of thing. For code, you'll use the simulator that usually comes with the development environment of the processor. For VHDL/Verilog, you'll need a simulator such as ModelSim for that. And for simulating transmission lines for signal integrity, there are also separate simulators that take in geometric and materials data, and also the bus driver models I mentioned before.

So the idea of simulating the whole design in one go is not really feasible, unless its scope is very narrow. What you end up doing is simulating each subsystem separately in its own suitable testbech environment, and then join everything in the pcb. Once a prototype has been manufactured, you can test, probe and debug the system as a whole.