1) If it is a customized campaign, then you just need to download it from the source, extract it if it was compressed, and then copy the campaign file (as well as the subfolder) to the following folder on your PC, typically this path:
C:\Users\<username>\Documents\My Games\Strategic Command WWII - World at War\Campaigns
You just need to ensure it is a customized campaign that is compatible with the game you are playing, i.e. a World at War customized campaign.
2) If it is is a graphical mod, then it is the same steps as above, download, extract, and then place it within the following folder on your system:
C:\Users\<username>\Documents\My Games\Strategic Command WWII - World at War\Mods\<modfoldername>
The only catch here is that it needs to be structured accordingly, as per the README.txt file in the Mods folder. The Iron Cross mod is one of these mods:
Hope this helps and let me know if you get stuck,