The only legal way to do that is to own the game through Steam or Epic game store. Any additional content you purchase for the game should download automatically, but you can always 'verify game data' to force the game to update/download missing DLC.
There is no official content that can be downloaded via a zip file.
Those are links to the two stores that offer new content for Civ 6. Make sure you use the one for the platform you own Civ on.
*edit : You may be referring to Community made mods, in which case I would think wherever you downloaded the mod from should have instructions to install it, but the easiest and safest way is still through steam workshop: https://steamcommunity.com/sharedfiles/filedetails/?id=1259319517
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