Instructions
Navigate to a website such as RCT Grotto (Resource 1) or the Custom Scenery Forum on the official Atari website (Resource 2) and download the scenery you want to add to your game.
Right-click your "RollerCoaster Tycoon 3" desktop shortcut and then click "Properties" from the pop-up menu. Click the "Shortcut" tab and then click "Open File Location." This will automatically open the folder in which your copy of the game is installed.
Double-left-click the "Style" folder and then the "Themed" folder. This is the folder where all custom scenery must be placed in order for the game to recognize it. Leave this folder open while you wait for the file to finish downloading.
Right-click the custom scenery file you have downloaded once the download is complete. Select "Cut" from the pop-up menu that appears. Right-click anywhere inside the "Themed" folder you opened previously and select "Paste" from the pop-up menu.
Right-click the file you have pasted into the folder and then select "Extract here" from the pop-up menu.
Start your copy of "RollerCoaster Tycoon 3" and you will find that the custom scenery you have added is now available for use.