As a post-feb-28 donator you haven't any received BTS-X. You have received VOTE and DNS, which were merged into BTS in Nov '14. These BTS from the merger vest over a period of two years, so right now you can claim more than half of it by importing the private key of the donation address into your BTS wallet (but be sure to check again in November this year).
You have also received MUSE (formerly known as NOTES), which you can claim by downloading the MUSE wallet and importing the key into that.
I'm not sure about the status of PLAY, but yes - if you want to claim that you'll have to download their client and import your key there.