All these files are bits of animations from original game. If you intend to use it in the unmodded game, it'll be easier just to put those into your Custom Assets folder (more specifically, Custom Assets/Art/Units); if you want to use them with a particular mod, they should be placed into this mod's assets (again, more specifically to Mods/%YOURMODNAME/Assets/Art/Units).
But remember to download vanilla pack too, the one for Warlords doesn't work without it (and makes no sense without it, as it only adds new animations that weren't in vanilla civs). As above, place vanilla pack to Custom Assets/Art or Mods/%YOURMODNAME/Assets/Art.