Usually, most downloads have a readme that will tell you what to do. If you don't already have the required custom track, when you download it, it should have a readme as well and give you instructions on how to install it. Make sure you have ALL the custom scenery required for it or else it won't show up in the game. This thread here Alex describes installing custom stuff a lot better than I can:
http://forums.rctgo.com/thread-6116.html
Hopefully I haven't just confused you
(don't worry it took me a long time to learn how to install custom stuff)
Good Luck!