You can add Packages through the Packages tab, which is a control view into the expandability of RV. It is through RV’s Packages system that most users add features, including enabling Shotgun integration. Screening Room is a package as well.
The “Add Packages…” button allows you to navigate to a .rvpkg file on disk and install it somewhere along the RV_SUPPORT_PATH. And when you are looking to troubleshoot packages you have installed, it is important to enable the Show Hidden Packages checkbox.