What form is the driver in after you have downloaded it? Many drivers download as EXE files or ZIP files and need to be unpacked first before they can be used.
For WinPE to be able to import the driver, the driver must be available in the form of an INF and SYS file at the very least, plus any other support files (eg CAT) that the vendor supplies. The INF file tells the operating system what files to load and what registry entries are required, and the absence of this file or any other required support files is usually responsible for the error message you are getting.
If you open the INF file in a text editor you can see what other files are required in one of the sections in the file.