The materials you downloaded are wherever you saved them to on your pc/mac. There is no relative path to use in C4D unless you either save the materials in the mat folder or move them there after you save them. When you choose to load a material it usually opens the base C4D folder where the executable is held. Just make yourself a materials folder there and stick all your mats in it. That way when you go to load a material you only have one folder click to get to them.
And if you're going for the blue glowing effect it's not really a gradient material per say. It's a bhodinut shader and one of the settings is set to gradient. Go to your materials bar and go File->New 3d Shader->BhodiNUT Volume->BhodiNUT CHEEN. The open the material editor and uncheck the tab in Roughness and Diffuse. For the rest just look at the settings on the tutorial and match your sliders up accordingly. Play with it some to get the effect you want.
How's that for BhodiNUT shaders in 20 seconds?
If you hammer at it long enough then you can come out with some cool looking xray effects like this

If you want the two materials I used I can give them to you so you can play around with them to see how they were set up.