See this post: http://nutcracker123.com/forum/index.php?topic=1038.msg5514#msg5514
I have been using XL4 for a whopping week or two, so not the best for advice, but I will try to help any way I can. My first question, are the sequences you are purchasing LMS or SUP (SuperStar). I bought several sequences from Brian, and from memory he sends them as SUP. Gil has started on a SuperStar import, but right now it's only for Morphs. So, to get it 100% you must export from SS to SE (Sequence Editor). Now you have a LMS file. You can add this file as a layer in XL4. The cool thing about a layer is if you make any changes to this sequence via LOR software, you can simply reimport and all changes will appear. Now, all of this is assuming channel arrangement has been setup. The post I linked talks about this. I had similar questions. I did what Gil does, put my LOR stuff in the first network(s). And, if you put the networks all at 510, then if you ever add anything there isn't anything to change in XL. I did my best to plan my channel arrangement so it's future proof.
So, to answer your question, when you get the sequences, you will need to setup the channels. Again, you need to find out how the files come. If they are SUP, then you will need to setup the channels in the LOR visualizer, then import that into SS, then export to SE, and finally push to XL. If it's already a LMS file, then you have to do it in channel config within SE. You could also do this for SS after you export to SE, but it's a lot easier to do the channels within visualizer, in my opinion. You don't have to concern the rest of your display. For the LOR files to work with XL, all you need is the LOR channels configured correctly. Another thing to consider, the files you get, are they setup for LOR RGB stuff, or DMX? If it's LOR, then you will probably have more work to do, especially if it's written in SS, as up until LOR's newest S4, they didn't have a DMX tool for models in the visualizer (however, you could alter in XML).
My advice, find out how the files you purchase will come, then go from there.
My files I bought from Brian were using LOR CCP, so I have to convert to DMX.
I hope I made sense and didn't ramble too much.
James