Let's assume you put them into "Custom Characters" subfolder in your level. Then to use a character you should press Ctrl+D in Level Editor Ex and put these two lines of code there:
dofile(WorldPath.."Custom Characters/manage.lua")
DefaultCharacter = "Knytt" (put character name instead of Knytt here)

You can change character on shift with a code like this:
function x1000y1000()
   function events.ShiftA()
      LoadCharacter("Knytt")
   end
end
Again, substitute Knytt with the name of the character you want to use.