When you download the file, check to see if it is a .zip file or folder. if it is a .zip, get an extractor (I reccomend winRAR) and extract it to any folder you want.Then drag it to the saves file (usually at C:\your account name\documents\AppData\Roaming\.minecraft\saves; or just click start and type in %appdata% then click .minecraft then saves). If it is not a .zip, then skip the extractor and bring it directly to the saves folder. Once the worldfile is in the saves folder, just start minecraft and it will show up under singleplay just like any of your own worlds.
Good places to find worldfiles include this website.
