You must have HDRI Studio Rig or HDRI Link installed on your computer in order to have access to the collection you purchased. Greyscalegorilla HDRI collections is an add on pack.
Any Greyscalegorilla HDRI Collection requires HDRI Studio Pack or HDRI Link and Cinema 4D R14 and up. You also need Global Illumination. If you have the Broadcast, Visualization, or Studio editions of Cinema 4D then you are ready to rock! Runs on Mac or PC operating system.