When starting your first world, you click on add objects. When this procedure is done you will always have access to the basic objects in the gallery. Below the scene arror you should notice "Home > Local Gallery"; if you click on the Home text you will be taken to a screen that has two folders "Local Gallery" and Web gallery. If you click on the web gallery link you will be prompted with a message indicating that you need an internet connection to proceed. Assuming that you have on, procede to the next window. The following windows is similar to what you have on your local gallery, the only difference is you now have access to the complete alice objects gallery. Find the object that you want click on it, and export to the local gallery.
That is all you need to do. I hope this helps if it does not let me know and we can figure something else out.