Most scenery comes with a readme file that gives you directions for installing and activating your scenery. 

Typically, your new scenery will be in a folder in your main CFS scenery folder and will contain two folders.  One is labelled "scenery" and the other is "texture".

The scenery must then be activated.  To do this, go into CFS and choose free flight.  Once you are there, select "world" and "Scenery Library".

Select "Files" and "Add".  You will be asked to enter the path for the new scenery.  For path enter c:\program files\microsoft games\combat flight simulator\scenery\name of new scenery folder\scenery\*.bgl

Then hit the tab key and if all is well you can enter a name for the new scenery.  Select global or local and hit the activate button and you should be good to go.

If your new scenery is an addition to scenery which is already in the game you should be able to just put the bgl files into your main scenery folder and thats it.

Hope this helps!  I also highly recommend Chuck Dome's static object designer which is great for adding buildings etc. to those airfields that have nothing there except for the runways.

Have fun!!

Jim