You should read the wiki, it might be more correct than me, but simply put the pk3 files inside your baseq3 folder which is in the open arena folder inside Program Files. Otherwise, if that doesn't work, then I figure it should go in your Application Data folder. If it doesn't have an arena file and you don't see it in the menu, just type
/map <TAB>
The <TAB> means to press the TAB key, and it'll list the maps, type in the correct name and press enter, and you'll be playing the map
I'm in a hurry, so clarification might be needed.
