If you had unzipped the source file with the folder structures intact, it would all have been automatically in the correct place to begin with.

Most authors would still place the BMPs inside the Textures sub-folder of their own choice.

PZ2 are uncompressed Poser Pose files and go into Poser runtime Pose sub-folders

PZ3 is the Poser scene file, and might go anywhere from above the runtime folder level, to inside the runtime folder.  Depends on whether absolute or relative paths have been defined in the content references inside the PZ3 file. 

You are using DAZ Studio.  Either add the content via content search utility, or just directly import each item into your scene vis the Import button.  Mind, the latter may cause you to have to manually locate each OBJ, JPG, and BMP file etc etc.

Eternal Hobbyist