Depending on how an addon is packed determines what folder you need to unpack the zip files into. Generally on a fresh instal you won't have an addon folder. It's been so long since i was without addons I'm not totally sure this is acurate lol. But anyway ALL addons go into C:\World of Warcraft\interface\addons
If the addons folder is not there then you can manually add it. Careful if you use Windows built in zip program. It has a tendancy to make a new folder with the same name as the zipped file and unpacks everything into it. so you might have
C:\World Of Warcraft\interface\addons\mod\mod instead of
C:\World Of Warcraft\interface\addons\mod
If you get the first example then WoW won't detect any addons and so you probably won't get that little addon button in the character screen your talking about.
Now as I sadi some addons are packed witht eh complete structure such as
interface\addins\mod
so all you do is unpack the files into C:\World Of Warcraft folder and they follow the proper chain. Other may only have the mod it's self so they unpack directly into the addons folder. Anyway I think you get the point. I hope this helps if not...sorry it's out of my league
EDIT: Just to clarify, a basic structure for a mod if you didn't know would be a folder with the mod name and then inside that folder you should see a bunch of other files like mod.toc, mod.lau, and maybe readme.txt and so forth. Mod just being an example of the addons name.