Downloads, it's a long subject, but here's hopefully the simple version.
The oldest radios ID-2200, ID-92, IC-2820 don't support importing into their versions of the Icom software.
The older radios ID-92, ID-9100 don't well support DR Mode, so you should use the Icom software and import standard DV Memories downloads
The newer radios, ID-80, ID-880, ID-31, ID-51, ID-7100 support DR Mode and you should use the Icom Software and import the Repeater List.
The newest radios, ID-51+ and ID-5100 support DR mode and CSV Import from the radios. You can use the Icom software and import the Repeater List or place the Repeater list on a SD card and import directly into the radio.
Once you start to understand the basics, you can actually import a variety of different files into different radios for different purposes, but to start with, stick with the basics above.
Icom Software Import Files
Repeater List Downloads
Memory, Your Call Downloads
Localized Memory Downloads