When your mission works fine in the Editor, click on the save button on the right of the screen. Explore the drop down menu until you find "export to SP" or whatever. Click on it.
This combines everything into the pbo and places the file in the Missions folder, so that it will appear with all the other missions such as Steal the Car.
Alternatively, and this is most useful for testing the Overview, copy/cut and paste the mission folder into the OFP/Missions directory.
If the Ed Depot is working download the Tutorial Mission. It has all the files that you need for a half decent mission, you can use them as templates or just to check you have everything.