If you have questions about the installation of payware aircraft, please check the manual or readme files within the package.
When you download a file, it's usually packed in a .zip. Use a tool like Winzip, Winrar or Total Commander to unpack the file. Read the readme file if there is one, the developer may have additional info about the installation. Copy the folder that holds the model, sound, panel and texture folders to "/Flight Simulator 9/Aircraft/" . The new installed aircraft should show up in the aircraft selection menu when you start FS next time.
Although some aircrafts come with sound and/or panel, many just use the sound and/or panel of the default aircrafts.