Weather you downloaded one from a video you watched or your friend wants you to check out his world, you will most likely need to install a map in your Minecraft adventure.

Step 1:
Download the map. You can find tons of maps on planetminecraft.com, minecraftfourms.com, from videos of people playing the maps, to your friend sending you one. But you will need to have it in your downloads (or where every you want to save it. Just be sure you can get to it later)

Step 2:
Open Minecraft. I know you usually open %appdata% and go from there, but for people with Macs or running Linux, It's a different story. Opening Minecraft is a easier way. After you open Minecraft, click Texture Packs, then click "Texture Packs Folder" After your explorer/finder window opens up, go up one folder to your ".minecraft" folder. There should be a folder there labelled "saves" Open this folder and move to step 3. (make sure you close Minecraft first)

Step 3:
When you download a world, it is usually in a .zip or .rar file. Extract it using 7-zip or winrar. After that, make sure there isn't another folder in there (there might be more then one or a read me in the main folder) Get the folder with the world in it and copy the unzipped folder into your "saves" folder you opened in Step 2. Now, just open Minecraft and click "Single Player" The world should be what ever name it was when you downloaded.

Note: If the map is from a older version of Minecraft, some bioms might not be right or jungles might be in the way of some things.