I have downloaded the zip and placed the lib for BD139 & BD140 in the LTspice sub folder, then you n LTspice IV I put 2 directive .include bd139.lib & .include bd140.lib, next I inserter a non and a PNP and renamed them to bd139 & bd140. When I run the circuit it says component not found.
You can try to copy the contents of the library and paste it into an in-circuit directive. Sometimes ltspice is unable to find the library.
If this fails, you may post you circuit here so I can have a look.
I believe that I can collect the libareries somwhere on the internet. But anyone wanting to answer your question should use exactly the same libraries. You reported some problems, but we can't reproduce it. That's it.
I believe that's not the problem. Although the OP gave a *.sub extension to the library files, they contain simple npn and pnp models and fit the basic transistor symbol.