If you have a CCLI SongSelect account, you can easily import lyrics into Worship Extreme. Click the Song Lyrics icon in the command toolbar.
Then click "Import" in the upper right of the dropdown.
In the SongSelect import window, click "Login to SongSelect" and enter your email/username and password. You can then search for a song. When you found the song, click "Import" to add it to your song lyrics library.