Where are FS2004 folders?

You need Winzip to unzip the folders.
You can get the trial one at WinZip , it's the best you can use and the trial will last for years.

I think I know what you are asking but I try answering two ways.
One, If you cannot find your downloads to "unzip" them, send them to "My Computer", "My Briefcase" or even to "Desktop".
You can enter them from any of those areas.
I download to a folder that I have in "My Briefcase" it's just handy for me that way.
Installing.
Ok,
I do it a more complicated way,but it works.
Make certain you have a plane not just textures.

Unzip the file and now it's in it's own little window, you work from there. Dump the jpgs.

dblc=double-click

dblc on "my computer"
dblc on the "C" drive icon.
dblc on "program files"
dblc on "Microsoft Games".
dblc on "Flight Simulator.

Now you have all the folders laid out in front of you.
Follow the directions in the read-me that came with the aircraft.
Put the gauges in the gauge folder.
Put the effects in the effects folder.
Put the aircraft in the aircraft folder, make certain it has the correct name of the plane.

Now go crash land like I do.