Also be aware that you have to download most commentaries. Some of the basic ones can be downloaded within e-Sword itself. Just go to the Download menu at the top of the e-Sword and then click on commentaries to download the ones you like which is does inside of e-Sword.
If you want other commentaries from here at biblesupport.com, you have to go and download the each file/commentary and then click on the file and install it in your e-Sword folder.
You have any other questions, let us know.