This is off the top of my head without a copy of VW near me to confirm if these are completely right....but:
*Open up your resource browser
*Click one of the grey arrows and either "browse a document" or "Add new favorite files"(my recommendation)
*(In the VW 2011 File folders) select "Libraries", and then "Objects Entertainment" and voila, there's all of the companies folders, just select the ones you want.
Similarly, to find gobos, follow the same steps and select "Textures Gobos" after Libraries.