the error message you mention does indicate that Connect is not fully set up.
1. what jar files I should add? is it ok to only add camunda-connect-connectors-all-1.5.2.jar?
Besides the camunda-connect-connectors-all.jar you also need the camunda-engine-plugin-connect.jar which is the Process Engine Plugin to add Connect to the Camunda Platform.
2. in which directory should I add the file(s)
Add both .jars to your container to /camunda/configuration/userlib/