ive never downladed a mod before

[Epistolary Richard]

Most larger mods use an .exe installer where it's just a matter of pointing it at your Rome - Total War folder and it does the rest itself.

Smaller mods normally provide a replicated directory structure, so if you extract the file you will find a Data folder that you drag into your Rome - Total War folder (where the vanilla Data folder is) and it overwrites the correct files.

But use JSGME and save yourself a lot of both (link in sig).