OK, here you go.
1. Delete whatever you did so far and make sure that the game is completely closed down - the graphics are loaded when the game starts, so if you activate a mod while the game is running, you won't see any changes.
2. Now put the JSGME installer INSIDE your main game folder, where the game .exe file lives, THEN run the JSGME setup.
3. Now dbl click the JSGME application .exe to run JSGME once - it should create your MODS folder for you. Leave it running or close it down - it matters not.
4. Unzip the Ritterkrieg mod somewhere, like in a folder on your desktop. Take a look inside. It's likely you will see something like Ritterkrieg/Ritterkrieg/graphics/etc.
5. For ANY JSGME-ready Mod, you only want that second level folder plus everything inside it. So, copy Riterkrieg/graphics/etc. and forget about the top level folder, if there is one.
6. Paste it into the MODS folder that JSGME created for you so that you have a folder that looks like MODS/Ritterkrieg/graphics/etc.
7. Now run or look at JSGME again. On the left you should see one Mod listed with the name Ritterkrieg or whatever the downloaded folder was called.
8. Click on that mod on the left.
9. Click on the activate arrow/button in the middle of the JSGME screen.
10. Wait while the mod activates.
11. When it's done, run the game and hopefully you will see the new graphics.
Post back here to let us know what happened!