Copying vs. Importing makes no difference in terms of stability or performance. The number of indicators in your folder should not affect the speed of Ninja. At worst, if you have a large number of proprietary closed-source indicators (DLL's), it will take an extra second or two to initialize them on startup and when loading your first chart or first indicator listing.
Now, if you have 20 indicators present on a chart, then sure Ninja can be slower. But just having them in your directory won't slow it down.
Copying cs files directly vs. importing is just an advanced method vs. beginner method. Both are fine. Obviously importing the zip is easier for everyone, and generally assures there won't be compilation errors. Most NT users won't have a clue how to fix compiler errors should they occur, so this method is preferred.
If your NinjaTrader is slow, the first thing you should look at is the size of your database file. NT 6.5 has many limitations in this regard. NT 7 will use SQL Express and be much faster and lift those limitations.
I believe it is something like File - Remove Assembly, but this is a two year old memory for me now
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