You can download this installable zip folder from:
[Paizo] Pathfinder Player Companion: Varisia, Birthplace of Legends
[Paizo] Animal Archive
[Paizo] Pathfinder RPG: Ultimate Campaign
Along with PFS support for them.
Download to your computer, open PCGen, use the install option, find the download file, install. Restart your PCGen program, load the new sets.