Design fonts will open just as other imported designs will. They cannot be used as keyboard fonts like the built-in lettering. You will need to open the H and then open the E by using the File->Paste Design submenu. This will open the new letter into the existing layout. Then import the other letters using this same menu.
When working with these types of letters you may find it helpful to add the Grid from the View submenu. You can adjust the grid size under the Tools->Set Grid Size submenu..
Should these fonts have multiple colors you can then Design->Merge by Color menu to have less color changes: