You need them in the right place first, btw (scenarios in the Scenario folder and campaigns in the Campagin folder). Then there are 2 ways to play them from there (for the scenarios).
method #1: Go to the scenario editor (the little map icon). Then when it loads, you open the scenario (from the menu). Then you go to the menu again and tell it to test.
method #2: Start a single player game (to the point of where you selecting the map and all). When it loads, go to the game type and pick scenario. Then you have to set the age & resources to standard. the map size varies between scenarios , so you have to check that. then you need to set the right amount of players (this also varies). when you have all that set up, you tell it to start.
Custom Campagin method: Go to the single player part of the main menu. When it shows all the little subareas, pick custom campaign. then you just pick the campagin and the scenario of the campagin you want to play.
(btw, if you dont have the expansion, you should look at the last letter of the scenarios after you download them. .scx & .cpx work with the expansion only.)
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