I downloaded the keys for different outfits fomr marketplace, but how do I acces them. They are not in the security room anywhere.

They're in the back rooms of the security office. Under the stairwell, there's 3 lockers, left one has black outfit, far right one has white sunglasses, middle one has nothing. The boxes on the shelf near there will let you change back into original clothes.

The other outfits are in the lockers in a couple of those rooms.