Scenarios can be installed for TripleA either with the download maps button or by downloading the file directly. If you are using download maps, you need a valid Scenario Repository. If you download the file directly, you need to puit in the correct location.
TripleA will find scenarios in the maps folder of the TripleA install or in documents and settings\<user name>\triplea. The scenario can in a zip file, or extracted into a folder form under the name of the map. You can have scenarios in multiple locations, but multiple entries will be appear in the choose game menu.
When downloading a scenario directly, make certain to right-click in the link.
If the file is an xml file, save it into the games folder for the appropriate map.
A file can be left in zip format in the appropriate maps folder.
Sometimes an existing map will be used, but with new files (for new units and new nations). You will need to save the new files into the appropriate locations. Take a look at the existing file tree to see exactly where. If a new nations has been added, the map.properties file will need to be changed.
If you want to mod an existing scenario, you will need to extract it or use a program allowing edits on zip files.