What did you download? And what do you mean by installed them normally, do you mean you used the ingame option to look for downloads?
Have you ever installed new downloads before? If so did they work?
Just for starters (without knowing what you have downloaded).
- Unpack the zip-file
- Put any ztd-files in: C:\Program files\Microsoft Games\Zoo Tycoon\updates
- Put any dll-files in: C:\Program Files\Microsoft Games\Zoo Tycoon
And ignore the ingame option. This way it should normally work