Most planes come with a readme file that usually contains installation instructions.

If yours did not, and it does not have an auto installer, here's the way most planes get installed.

Unzip the downloaded file to your desktop.  Open it.  Inside, copy the aircraft folder and paste it into your FS2002 aircraft folder.

If the plane comes with a special panel, or gauges, do the same thing, only paste them into your panel or gauge folder as necessary.

That's it.  You should be ready to fly now!

Good luck!