Okay figured it out, but very convoluted, and poorly documented, IMO.
If you use the Software Manager in ePO 4.6.6 you have to:
1) for HIPS, manually download and update the extension
2) For Rogue System Detector, find it and select "update" (for some reason even though it shows nothing needing updating. Odd
3) For VSE, selecting "update all" gets the software and extensions.
Maybe it's better in ePO 5.1