Under Settings there is an option to set your Packages Directory. Have this point to the folder where you keep your ip files, or conversly, save the ip files in the default folder. Clicking on an iptheme file will bring the package to Icon Packagers attention, but it won't remember it unless it's in the defined folder.
I think this is also the fastest way to "install" packages. Either move all your themes and associated files to the default directory, or define the directory to the folder where you have them saved. Close and restart Icon Packager, and it should automatically see them all.
I don't often use the Icon Explorer option, so can't help ya with that!