It depends how you want to use them! Easy way is to have your own drawing open the also open gradients as another doc. then copy and paste gradients in 1 at a time. With gradient selected drag the gradient into your swatches panel or with it selected click new swatch in your swatches panel. Now setting your lighting angle for any of the gradient swatches will depend on the version your running in AI. Tell you what here is a wiki how show show you how to do this on CS5 I think: http://www.wikihow.com/Make-Gradient...be-Illustrator
and another from Adobe help to give info on Swatches: http://helpx.adobe.com/illustrator/u...-swatches.html