first of all: read the FAQ's in
this - those that will answer your questions, anyway. Try not to ask questions that are already asked/answered (if it's not a weird game issue, people have probably asked it before)
most downloads go into the Downloads folder (make one if you don't have one). Again, read the FAQ's - there's one or two threads there with step by step tutorials about downloads.
if it's the pose boxes you downloaded, remember to read about them in the thread you downloaded them from. Often there will be a detailed description of how to use/find the downloads in there. Also, it's a lot better to ask questions directly to the creator of the CC than downloading without reading, and then ask in a forum where people have no clue what you downloaded.