In order to do this, go to Library > Import Megascans Zips in Mixer. Browse to where your asset zip files are located and click Open. Mixer will unzip your assets into your local library. To view the unzipped assets, in the same menu click the Refresh Library option.
Additionally, you can also load your already unzipped assets into your Mixer local library. Choose the Import Assets from Folder option in the Library menu for this. Don't forget to refresh the library as mentioned above.