Well assuming you have winzip (or winrar or some other extractor) you just double click on the downloaded .zip file and you can specify the path (directoy) to which you want the compressed files (should be a .tga and a .map file) to go to.
So if you're lazy like me and installed dominions2 directly to your C: drive the path you'd want is:
C:\dominions2\maps
If that's not clear enough, or not the right answer ask again
PS: if you don't have a compressor utility you can download them from places like
www.winzip.com... (I think anyway, havn't checked there in a while)