The window doesn't open? Or does the feature just not work? If the latter, then go to Extensions -> Edit Tileset, add the tiles, click "OK" and don't save your map. Just go to "File -> Close Map", and then reopen it. The tiles should be there. It is important that you don't save your map after you add the tileset, else it will reset your tile options.
If the window doesn't open, it might be an antivirus issue. You can always make a request for someone to add the tiles for you and send the map back.