Using your own assets or Megascans assets etc from the Dash Content Browser is optional! Doing it from here is probably the most convenient way, but you can of course also place whatever asset you want into the scene from the UE Content Browser and then search for and open Path Scatter, Surface Scatter, or any other tool and then assign the assets and spline/surface and get the exact same result! :)
Sorry to hear that! Do you mean that you open the Dash Content Library and in the Megascans view, there are no assets? It is supposed to show you all the downloaded Megascans assets from UE-Bridge so if it does not, you must experience a bug :(