All the mods must be UNZIPPED or UNRAR'd and must go in to a certain directory depending on your Operating System:
Windows XP - C:\Documents and Settings\YOUR_USER_NAME\Local Settings\Application Data\Activision\CoDWaW\Mods Windows Vista - C:UsersYOUR_USER_NAMEAppDataLocalActivisionCoDWaWmods Windows 7 - C:UsersYOUR_USER_NAMEAppDataLocalActivisionCoDWaWmods
Replace YOUR_USER_NAME with your actual user name, lol.
You won't have a mods folder so you will to make one yourself. Also, you may need to check your settings for "Show hidden files and folders". If done correctly, click Mods in the Main Menu and you will see your maps listed:
You can go to http://www.zombiemodding.com/ for .exe versions of mods, they automatically detect your OS, extract and move the files for you. They can also help you out with any other questions.