-If you downloaded the full installer(Coop-Warfare_0.7 Setup.exe):
The mod files are contained within an extractable Setup file. Simply double click on the file and follow the installation instructions to install.
-If you downloaded the Coop-Warfare_0.7.zip archive:
Move all files into the folder you installed FEAR or Combat to (usually that is C:\Program Files\Sierra\FEAR or C:\Program Files\Sierra\FEAR Combat). The File to start the mod is Coop-Warfare_0.7.bat.