For most plugins, simply drop plugin files into your vim folder, and they will be active the next time Vim runs. This can easily be done like this:
unzip -d ~/.vim filename.zip
If the folder structure listed below doesn't exist on your machine, create it as shown. Some plugins have documentation or install instructions, and may also contain other files for use by the plugin. These files are typically installed in your vim folder.
Unix: ~/.vim/plugin
Windows: ~/vimfiles/plugin
This will show you a list of files that have been sourced:
:scriptnames
* you will probably want to update your doc files for help