Most scenario creators have placed all the necessary files in their correct subdirectories already in their zip files. If you open up a zip files and see directories like "Scenarios", "Maps', and the likes you just need to put those directories straight to your Co2 folder.
If you want some more info on scenario installation I've made a steam guide on it. Check it out
here
If you are downloading my scenarios be aware that you will need to play them on Co2 through Steam in stead of the version downloaded through the LnL site.