Unzip the file that you downloaded. There should be a "panel" folder in it. Cut the contents out of this folder(Ctrl+X) then go to the "panel" folder in the aircraft that you want the panel in. Paste the files in there(Ctrl+V). Some panels also come with gauges. Move them from the file that you extracted to the "Gauges" folder in your main Fs2002 folder. Some panels also come with sounds. Read the "readme" file in the download's extracted file to see where these should be put. Some go into the "sound" folder in the aircraft's directory, and in FS9 at least, some go into the main "sound" folder in the main directory. Read the readme and make sure that everything goes where it is supposed to and next time you load that aircraft, the panel should come up. If any gauges are missing (empty spaces on panel where something shuold be) make sure that you put them in the "gauges" folder and that it did not tell you to go somewhere else to download the gauges.

I wish I understood all that...