Not sure who it was but an official Upperdeck person came on here and said that they aren't meant to be added to the villain deck you just draw them at the beginning of the game. If it has ambush it happens immediately and is over if it doesn't have ambush it is an ongoing affect. You choose how many you want to start the game with.
The rule book is not clear when or how to play them. When I got the expansion and saw that some had ambush effects that seemed clear to me that you play them in the villain deck because that is where ambush effects take place.