I’m pretty sure the ‘Unknown External Filetype’ error or whatever means that they won’t work in Max5 :/ At least not without an update to them. You might try dragging one onto the max5 app icon, and see what happens. I’m pretty sure max will automagically install it if it can.
It sounds like you have the wrong set of Lobjects. Be sure you get Lobjects_UB_10_06.dmg from ftp://arts.ucsc.edu/pub/ems
You can place the folder lobjects_10_06.UB and Lhelp_10_06 in the Max/cycling’74 folder.
Toss Lstartup, those don’t work.