Right. I've dowloaded the Katana (kat_cz22.zip) from the page you mentioned. It's not likely to happen but this is a perfect example of how I would like to see all downloads configured. This would save a lot of problems & I would have to find something else to do in my spare time. (FS developers please note.
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On extracting the zipfile into your Downloads folder, open the extracted folder to see what you've got. You should see 3 folders named aircraft, effects & gauges. These folders have identical names to the folders in the FS2002 root directory. Installing the aircraft or any other addon is a simple matter of moving the complete contents of these folders into the corresponding folders in FS2002.
First open the aircraft folder in the download. Inside it you will find 2 subfolders named da20_katana_OK-BLB_ZLA_OM-HLJ_2002 & fsfsconv. Select both folders & paste them into FS2002\Aircraft. The aircraft is now installed. (If you don't install the fsfsconv folder it won't display on the menu. To understand why, please read my Aliasing article.
http://www.simviation.com/lair/aliasing1.htm)
Now go back to your download & open the effects folder. Repeat the above procedure but this time select & paste the complete contents including the Texture subfolder into FS2002\effects. (Overwrite files/folders when prompted. This will automatically install the included texture - fx_red.bmp.)
Now for the gauges. Go back to the downloaded folder & open the gauges subfolder. Click Edit/Select All & paste the complete contents (26 GAU files & 1 CAB file) into FS2002\GAUGES. This time do NOT overwrite files/folders if prompted. (This will avoid a common problem caused by some 3rd party gauges overwriting default ones. If the people creating or modifying gauges know what they're doing they will rename their files to avoid this problem.)
The aircraft, panel, effects & gauges are now installed. Open the BLB_ZLA_OM-HLJ_2002 folder you just installed to FS2002\Aircraft & find Aircraft.cfg. Open this in Notepad to find out how it will be listed on the FS2002 aircraft selection menu.
[fltsim.0]
title=Katana DA20-A1_ACH_FS8_VER1.2
sim=Katana_FS8
model=NP
panel=
sound=
texture=BLB
kb_checklists=Katana_check
kb_reference=Katana_A1_ref
ui_manufacturer=Diamond Aircraft
<<<--- this is the Aircraft manufacturer
ui_type=Katana
<<<--- this is the Aircraft model
ui_variation=Aeroclub Hosin OK-BLB
<<<--- this is the Variation
description=Diamond Katana DA20-A1\nAeroclub Hosin OK-BLB - Czech Republic\n2 place General Aviation Aircraft
Now go & try it in FS2002. There are 3 variations of the Katana whch can be selected from Variation on the menu. It's a very nice little plane with a full 2D panel & DVC. I hope this explains it.