It's just a simple drag and drop into TF2's custom folder. The address should look something like this:
C:\Program Files (x86)\Steam\steamapps\common\Team Fortress 2\tf\custom
Your custom assets should come in a folder with the content's name. Inside that there should be some sub-folders called things like materials, models, or sound (depending on what the content is). The folder with the content name should be copied into the custom folder and they'll be available the next time you launch Hammer or TF2.
If the folder is labeled "tf", they want you to merge that folder with the pre-existing tf folder in the game directory. I don't really like doing this because I can't keep track of what I have downloaded. Instead, you can just rename the tf folder to whatever the content pack is called (it doesn't have to be exact) and copy it into the custom folder like above.
Hope this helps!
Note: if you want to share your compiled map with other people, you'll need to "pack" the custom assets into the map file. I'd look into using CompilePal or VIDE for that.