From: Connecticut, USA
Go into your hard drive, and move the zip file you downloaded into the "Mods" file in War Plan Orange. Unzip it (if you already unzipped it somewhere else no big deal). Now, what you need to do is move the files you unzipped into other parts of WPO. Ignoring the ART file for now, move all the .dat and .txt files into SCEN file. These are all new files, so they'll go in easy.
The next step is the big ART file. Now, I've downloaded enough of Kirk's scenarios to trust that his artwork is superior to any pervious files I may have in the game. So I just let his files rewrite over the older files of the same name, and then I'm done. But I also recall how scary it was the first time, knowing that all my old stock WPO artwork was about to be replaced forever.
So what I did then, and you can do now if it makes you feel safer, is copy the old ART file before you move Kirk's over. Rename the file, and move it somewhere else on your computer. You now have an archived version of the stock WPO art, and you can go back to it if you ever wish to (which you probably won't, but at least you have the choice). Once that is done, do what I did above, move Kirk's files into your ART file, let them rewrite the old artwork, and you're done.
You can also view the artwork by double-clicking any .bmp files in the ART file, even before you install it. The new ships are in the subfolders AlliedShip_Back and JapShip_Back within the ART file. The new aircraft are in 4 .bmp files in the ART folder itself - Aptop, A_Planeside, Jptop, and J_Planeside.