No, there are no issues. You just double click it or drag and drop it onto a audio/midi track or in an empty space on a sequencer. Same as any instrument/effect plugin.
Are you sure you know what you're doing in Ableton? Ableton doesn't recognize 3rd party plugins as effects or instruments. They all fall under the same category under the "Plugin" section on the left and then in VST. You have to create folders on your computer within the VST folder and make one the FX and one Instruments and move the plugins accordingly if you want more organization. Ableton doesn't know what is what.
ableton has a seperate folder for your third party vst plugins. usually you tell the app where that folder on your system is via preferences on first start up. but if you didn't change the default installation path, it recognizes them automatically on mac and windows i think.
the audio effects, midi effects and instruments folder and in live 9 the whole other browser tabs like sounds, samples etc. are just for live's own stuff and things you install as so called packs.
like fistikuffs said, you have to go to the plug-ins tab in live's browser. should it be not inside there, first do a rescan of your plugins.
you can do this via preferences, file/folder and nearly bottom there is a section where you manage your third party plugins and change path, make a new scan etc.