There are different file types: Sims3Packs, Sims and Package files.
Installed via your Launcher by double clicking on the file. For detailed instructions see here: Install Sims3Packs.
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.