To install a custom map you have downloaded is as easy as pie.
1) Locate and open your quake 3 arena directory (this is where you have the game installed on your machine) For most people its location is: C:\Program Files\Quake III Arena\baseq3 or something along those lines.
2) Once inside your q3a directory, open the baseq3 file.
3) click and drag your pk3 file or custom map inside the baseq3 file.
4) thats it. Now turn on q3a and play your brains out!