Yeah, it's pretty simple and you will get used to it the more you install custom scenery.
First you have to go into the zipped file folder for CoasterJoe's Path Extensions and inside there should be another folder titled "CoasterJoesPathway Extensions V.1"
Right-click the file folder and select "Copy". Then go to "Computer", then "C:" --> "Program Files" --> "Atari" --> "RCT3" --> "Themed". Right-click in that file folder and select "Paste". Next time you load up RCT3, the custom scenery should be in the scenery tab and under walls.
If you are still having trouble after this, just PM me and I can help you more.