Hello, you got to be more specific as to what you downloaded, a mod, a mission, or a script?
All 3 have specific places they must go in order to work, examples:
go into the
C:\Steam\SteamApps\common\Arma 2 Operation Arrowhead\Missions
or if MP then into the Mpmissions folder.
If your game is not on steam then concept is the same but in the C directory, program files, ect,.
the mod @whatever the mod's name is
goes into the main directory of the game so here for steam:
C:\Steam\SteamApps\common\Arma 2 Operation Arrowhead
excract the zip, and depending on the script, it mostly goes into the mission folder located in the editor folder, for sp missions would go here C:\Users\username\Documents\ArmA 2\missions
for mp, same but mpmissions.
Scripts also have to be called from a line of code either in the mission itself, or another
script like an init.sqf in your mission folder.
Really depends, best review the instructions on the script page, some scripters have
demo missions for the script, use it.
Be specific with your questions or you talk to dead air.