Remember, you should only see files ending in. Look at the files listed there and you should see the content you've downloaded listed.
You should see the items you downloaded there. Click on the Filter Items tab, select Content, then tick the Custom Content button and you'll see all your custom content.
Here's a list of things to check and try when you run into problems: However, if it doesn't show up in your game, or doesn't work for some reason, you might need to do some troubleshooting. If you've installed the CC or mod exactly as described above, it should all work just fine.