EM should download the file automatically if you have the "Check for new EM updates" box in the options menu checked.
If it doesn't do it automatically, or you don't want to have the option checked, you will have to install it manually.
To do this, follow these steps:
First, you must download the Electron Microscope III Protein Data file from here. Remember to click on the Downloads link on the left to get there.
Close EMIII, unzip the file and put the emprotz.dat file where your EMIII files are.
When you restart EMIII it should show the correct points, if it doesn't, TheWeatherMan hasn't added that protein yet.
You will also get the Unk when Stanford releases a new core that TheWeatherMan hasn't seen yet (rare occurrence).
Edit: Note that at this point, Team Helix members howieh and RayW are doing an excellent job keeping EMIII current by posting new emprotz.data files as needed in the Team Helix forum.
Watch for their new files in the Team Helix forum.