Some addons have installer files instead of archives, too (Like DanSteph's OrbiterSound). They will ask you to tell them where you put Orbiter. Use the browse button, find your Orbiter folder (Which should be wherever you left it), hit OK to accept the folder choice and OK again to install the files.
Also, some addons install "Plugin" files, again like OrbiterSound does. With these, you'll need to "activate" them by opening Orbiter (to the Launchpad, the first menu), going to the "modules" tab and selecting the ones you want. They should be named with some logic so you can see what's what, and some of the default ones are pretty useful too. Move the ones that you want to use from the right list to the left list by highlighting it and clicking the "Add Selected" button (Or, if you're not picky, you can "Add all" - but bear in mind the more you load, the more memory Orbiter will need and the slower it will run).