Depending on what sort of scenery you have downloaded there are quite a few methods.
The "Addon Scenery" folder by default has two folders contained within it - "scenery" & "Texture". These can be used for downloaded scenery however usually only the "scenery" folder is used for housing AFCAD2's, BGL object libraries required for multiple sceneries or terrain mesh you have downloaded.
Most airport sceneries however have there own textures & a number of different bits so its usually best to keep them separate.
For example - I do a little scenery designing so I have a folder within my "addon scenery" folder called "My Scenery". When I export and collate all the files required by one of my sceneries I place them in its own folder inside the "My scenery".
So basically you can copy the entire folder containing both folders in the download to anywhere in the Addon Scenery & sub-directory folders and it should work fine - You just need to activate it from the FS9 scenery library.
Hagars allot better at explaining this stuff!
Thanks -
Birdy