I think that the files in the _Common Elements
are meant to be used when creating or composing new icons, so you don't have to recreate the, well, common elements for each icon. Because of that, whenever I needed one of the icons from this, I just copied the one I needed into a new image and used that.
Read the readme files in the directory you want to use images from. For example it states in _Common Elements\Objects\_MSCommonElements_Objects - Readme.html
(rough translation from my German version):
These common elements are supposed to be used during development and design of new custom icons.