Hi Cathy,
You can either link in the rig (which will always reference the original file) or you can append it in (which will make it local)
I explain how to link it in in the video.
Appending is almost identical but you don't have to create a proxy or overrides, just append in the MELVIN collection.
Watch the video from about 3:55, it should make sense.
The reason you usually link in a rig, rather than append is because you want to reuse the same rig in many different files. If there is an update, when you link, this update will propagate to all the files. Plus if the rig is really large, it will keep the file sizes down with all your wip versions etc.
Hope that helps.