I play it with my daughter. :-)
Check out the help section and there are several videos.
Basically, though, you download the zip, and unzip it into your c:\users\yourname\AppData\Roaming\.minecraft\saves directory.
You may not be able to see the AppData directory, since it is normally hidden. You might go to control panel and search for "show hidden files". Or you can just type the name into the address bar and it will work.
This is assuming you are using Windows...