Hi BlakTiger47, after you have downloaded your favorite plane, you now must unzip the files, unzip the file for the plane that you downloaded you then take that aircraft for example the folder name would be boeing737-200.
You then take that folder by ether right clicking on it and holding it to drag it then drop it, or just point to the folder and press the left click button on your mouse and pick copy after that you would have to find were your fsx is installed at for example go to my computer on windows you sould see drive c: or other letters, mine is for example is G:\program files\microsoft games\Microsoft Flight Simulator X\SimObjects\Airplanes yours most likely could be with a C: instead of the g that I have.
The plane would then go into the folder simobjects\airplanes folder then click the left mouse botton again then click on paste you should then see your new airplane folder now in the simobjects\airplanes folder some planes get more complicated since some have sound folders or gauge folders with gauges inside that you would have to copy and paste to the gauges folder in fsx or the sound folder.
basically you want your new aircraft folder inside your simobjects\airplanes folder for fsx to see it I know its sounds confusing at first but just go look into were fsx is installed and browse around the folder just don't move or delete anything. Im really the worst person to explain things especially online lol good luck and I hope it helps a bit maybe someone else has in easier way of explaining things then me
I recemend going to this site for the best free planes
http://www.projectopensky.com/downloads-index.php