Dasuto,
Make a folder named 'scenery' and put all bgl's in it. Make another named as 'texture' and put all the bmp's in it. Make a third folder named 'Eurotargets' and put both previous in it, then drop the Eurotargets folder into the main SCENEDB folder. Boot the sim, go to the scenery library and activate it from there. It might be a good idea to move it down in the library list next above Sander's Euro installations before you exit.