Most modder's resources aren't placed in the world at all.
So, you'd have to dowload and install the resource (which usually is meshes/textures/sounds etc.) into your Data directory. Then you have to use the Construction Set to get the items in game. If it's a weapon, you have to create a new weapon and point it toward the model you downloaded. Same for most general items.
Once you've created the item, you have to place it in the world somehow. Simplest way is to open a cell in the Render window, then just drag the new item into that cell.
Save the file you've made, enable it for the game, and you should find it where you placed it.
There are also script resources, but that is more complicated.