It's not really my video, it's one I found, sorry. I haven't really used the feature myself and I hoped the video would help but it doesn't seem to be that simple.
Looking again at it, it seems they use resources in a PBRDecal folder that I don't have myself.
But what you are looking at in the images you posted are thumbnails of Substance Materials. If you look into that folder you will see pairs of files with the same names but different extensions. Those you don't want to use.
What you need to find instead is a regular jpg or png of, for example, a brick texture. But then you also a normal map, etc.
So this is not particularly straightforward to use. I could probably figure it out, but I don't have the time right now.