Before you do the following please read the last piece of this post.
Take the file and extract it to a folder. This folder can be anywhere on your computer. Go into the folder. "Select All" the contents of that folder and "copy". Go to the main folder where your Armageddon game is launched from. This is the "Doomsday" folder -- you can tell this is the one you want because it has the EXE launch file in it, now execute "paste".
You will get an "overwrite" warning. Select: "Overwrite All".
If you are at all unsure of what you are doing, make a complete copy of the entire Doomsday Folder, and copy it to some other location on your computer. This will take several minutes depending one the computer. But this is important since this can be a backup version of your game that you can use if you get into any trouble.