When you have downloaded the folder containing all map files, you want to place all these files into Local Disk (C:)\\FeralHeart\\Exports:
.fhm, .fho, .fhs, .fhw
Not all files may appear as some people don't make weathers (.fhw) or skies (.fhs) for their custom maps. The key files are .fhm and .fho. One allows you to enter the map and see the portal in Cape of Distant Worlds, another allows you to view all objects in that map.
If the folder contains any textures, this would mean they are using their own terrain texture (such as grass, stone, dirt etc). To see them you must place that texture (.png or .jpeg/.jpg) into Local Disk (C:)\\FeralHeart\\Media\\Terrains\\Textures
I hope this helps you!