(Normally, the computer does this for you automatically). The result is a folder.
Drag this folder into your 'X-Plane' folder. You may put this aircraft folder into any folder inside your main X-Plane folder. For instance, you can put it into the 'Aircraft> General Aviation' folder. Or you can create your own folder, for instance 'Carenado planes,' to help keep things organized on your system. That's all there is to it.
If you are still having troubles, something else might have gone wrong. Some people, for instance, have had incomplete/corrupted downloads. You can also take a look at the folder structure of other planes, to get a sense for how things should look.