Hi, and welcome to OFPEC!
We host CWR, but we don't really have a discussion open about it (I'm assuming you're talking about the Cold War Rearmed addons for ArmA, not OFP:CWC
): anyway, please look at the official release topic over at BIF
and ask your question there.
AFAIK, CWR does have an installer .exe, so there should be no trouble. If what you got was a folder with .pbo files, then you need to add and install them as per this instruction
in the BIKI.
If it's not a question about CWR, but some downloaded version of OFP:CWC, then OFPEC -really- can't help you, and you're posting in the wrong forum anyway.