Make a new temp folder, call it 'junk' or something like that, put the zip file in there and open it. Should be a read me file with some instructions on installation.Some instructions are a little vague so.....
For a good step by step guide to installing stuff in FS2000 go to
http://www.flightsim.com/cgi/kds?$=main/m-howto.htm
Easy to follow guides on installing aircraft, panels, scenery etc.
Hope this helps