The .ztd file should be placed in the dlupdates folder. As Khaydar said, the .dll files go in the main Zoo Tycoon folder. If you keep all the items you download in the dlupdates folder, it is much easier to go in and remove the ones you don't want to use. You can leave the .dll files in the main ZT folder. If you know which files you want to take out, look in the updates folder to see if they are located there. Be sure you remove only the added user made downloads you want out. The Complete Collection content is automatically stored in that folder, and you want to be sure it remains.
Generally, my game will operate with 350 added items, and this includes the CC content in updates folder, so I would recommend less than 300 in the dlupdates folder.
Please let us know how things are going with this.