To install this file, unzip with "use folder names" option. Unzip to your MAIN roguespear folder ( this is the folder that contains the roguespear.exe file)  This will automatically create the folders and copy the map files to Roguespear\data\map\umm_saddam
Check to see if this folder was created after you unzip your files. If not, create this folder and manually unzip the files to it.