Welcome Gregoritanit - I hope I'm not being rude, but I'm (1) guessing that English isn't your native language and (2) that you're asking how to install a mod or scenario.
I have Conquests not Complete but I'm assuming the principles are the same.
Find the directory where all the other Scenarios are (in Conquests it actually is a folder called, "Scenarios"). Unless there's a "read.me" with the mod/scenario telling you to do something else, just unzip it in that folder. Most mods/scenarios have the complete file/folder set already in place. When you want to play it, start the game and look for something like "Civ Content" which should bring up all the mods and scenarios, both those shipped with the game and those you've downloaded.
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