It depends on what you downloaded.
If the file you downloaded is a zip file, you need to unzip it first.
If it is a rar file , this is another form of archive like a zip file and needs to be unpacked with WinRar.
Once you have the download unpacked, you then put the files in the correct folders in the OFP root folder.
PBO files will go in the Addons folder, unless they are mission PBO files, in which case they go in the Missions folder.
If it is a multiplayer mission PBO it goes in the MPMissions folder.
If it is a campaign PBO it goes in the Campaigns folder.
If there is a folder called SomeIslandName_anim, it goes in Addons also.
Scripts can be held in a user created folder, but when you want to use a scipt, it needs to go inside your mission folder which will be in the OperationFlashpoint\Users\YourUserName\missions folder.
If it is a MOD, then instructions for installing should be included, usually in an accompanying ReadMe file.
I think that mostly covers the basics.
Planck