Instructions
Right-click on the Windows Start button, and click "Open Windows Explorer."
Navigate to the C:\Program Files\Steam\steamapps\common\fallout new vegas\Data folder.
Copy the game modification you downloaded into this folder by clicking on the modification file (wherever it is on your computer when you downloaded and saved it), pressing "CTRL" and "C" and then clicking in the folder you opened and pressing "CTRL" and "V."
Launch New Vegas; then click "Data Files" on the game launcher.
Click the check box next to the name of the add-on you copied; then click "OK" and play the game.