There are different file types: Sims3Packs, Sims and Package files.
Installed via your Launcher by double clicking on the file.
Sims that you will later find in CAS. You have to manually move them to the SavedSims folder in your [user data directory].
Installed in the mods folder in your [user data directory]. You do not have this folder by default and have to set that up manually (you will also need an extra file). Instructions for this can be found here: Installing Sims 3 Package Files (MTS) and here: How-To-Install CC “The New Way” Guide for PC by blunote00. The necessary Resource.cfg can be downloaded at MTS or here. Instructions for Mac users can be found here: Installing .package files on Macs (the new way)
If you downloaded a file with the extension zip, rar or 7z you will need to unpack that first with WinRar and the install the file(s) that are inside it.