This is from the very top post in every sub-forum for RCT3 Exchange types.
http://forums.rctgo.com/announcement-30.html
Downloading creations
We currently have over 1100 downloads hosted at our downloads center, making it a great source for RCT3 downloads. However, you can also download attachments from the forum or from other sources.
Files to be used in-game should be placed in the following directories:
Roller Coasters:
Documents / RCT3 / Coasters
Sandbox Parks:
Documents / RCT3 / Parks
Scenarios that you want to play as a scenario:
Documents / RCT3 / Scenarios
Scenarios that you want to play as a sandbox park:
Documents / RCT3 / Parks
Buildings:
Documents / RCT3 / Structures
MixMaster Shows:
Documents / RCT3 / Fireworks
Firework Effects:
Documents / RCT3 / FireworkEffects
Laser Effects:
Documents / RCT3 / LaserEffects
Laser Writing:
Documents / RCT3 / LaserWriting
Water Jet Effects:
Documents / RCT3 / WaterJetEffects
Peep Groups:
Documents / RCT3 / Peeps
Pool Complexes:
Documents / RCT3 / Pools
(for anyone using XP, it's "My Documents" rather than "Documents")
CTR's & CFR's are different than downloaded tracks and go in other places.
CS goes in C\: Program file\RCT3\Style\Themed
Always look for the readme file that is usually in with most downloads. It will tell you where to put things.