I'll also explain the steps below, and mention zipped Poser content and native DAZ Studio content.
Most of the content you will find in the DAZ store and on other websites is in Poser, rather than DAZ Studio, format. If you allowed DAZ Studio to search for content when you installed it you should already have the Content folder in the DAZ Studio application folder selected as a Poser content directory: if you didn't, or if you want to keep the files elsewhere (they can amount to a lot of data in a short time) you need to go to Edit>Preferences>Directories tab.
Click the button at the top that currently reads DAZ Studio content directories and pick Poser content directories from the list.
Click the Add button at the bottom of the dialogue and use the folder-tree in the dialogue to select the folder you wish to use. Click Accept until you are back in DAZ Studio.
DAZ Studio will, by default, make the Content folder a DAZ Studio content folder, and will place a couple of special folders in it (Data and Runtime) which won't be shown in the Content palette. You can add other folders to the list of DAZ Studio Content directories.
Poser files You can point DAZ installers to your chosen folder - in fact if you choose to install for DAZ Studio in the current installers the location will already be selected, and if you have more than one Poser content folder active they will be shown in a drop-down list. Older installers will say they are Searching - Cancel and use the Browse button in the third pane of the process to pick the folder to which you want to install.
Zip files should come with all of the files stored in the appropriate subfolders of a Runtime folder, in which case you just need to use an unzipping utility to extract them to your Poser content folder with all the subfolders intact. Some items will come with extra folders wrapped around the Runtime, in which case you will need to extract them elsewhere and move the subfolders of their Runtime folder to the equivalent places in the Runtime folder in your Poser content folder.
DAZ Studio files: If you do get DAZ Studio format items you can put most of the files where you like (keeping the PNG file, which is the thumbnail that shows up in the Content palette, with the data file of the same name). If there's a Data folder included that has to go directly in a folder you have selected as a DAZ Studio content directory (eg if you have just the default folder it has to go in StudioContent, giving StudioContentDatawhatever subfolder it holds). The same is true if there's a Runtime folder.
DAZ Studio lists its own and Poser content separately. You need to make sure you are in the right kind of folder when trying to find newly installed items - DAZ Studio will show only one type at a time