Can you provide more information on what you are doing? Please be as specific as possible.
If you download an aircraft, you should simply be able to unzip the file (if it was compressed) and place the folder in X-Plane's aircraft folder. The next time you start X-Plane, from the Quick Flight screen or the Open Aircraft screen, you should be able to navigate to the plane in the folder hierarchy and open it.
If you are having problems with the download or it won't load in X-Plane, I would recommend contacting the aircraft seller.