Terrain Texture Links, Custom Roads, & Effects *** New Textures by Rusty333P Added Jan. 2014

Hello. I seem to be stuck at the "Copy the AppaloosaPlains.world file, and paste it where you can find it" part. I want to get the appaloosa plains textures. Where do I paste it exactly? I tried pasting it on the desktop but when I try to open in it says that it is an unknown file or something. I apoligize in my stupidity.