Usually, the zip file should contain a readme that explains it. Otherwise, the model should go in:
C:\Program Files (x86)\Steam\steamapps\USERNAME\team fortress 2\tf\models
and the textures go in:
C:\Program Files (x86)\Steam\steamapps\USERNAME\team fortress 2\tf\materials\models
If you have trouble with that, maybe you could say which download you're trying to install?