Was it Nyan Cat you were trying to use? What you need to do is place the files into one of the subfolders in the "My_Preset" folder. Depending on the folder number you're putting the files in, you'll need to change the names of the files. For example, if you go into 'My_Presets' and then into the 'Preset 2' folder, you'll need to change the newly put files to "preset2_head," preset2_tail, preset2_body, preset2_eye," and "preset2_mane" (remember to save the last one as PNG, not JPEG.)
Afterward, you open up FeralHeart again but instead of going ingame, you'd have to click the button "Preset Maker." Going to tab 4 will allow you access to the presets.