There should be a README included with EVERY one of those files. What you need to do is add something to the BOOT.INI file that is in the C:\ directory (it wont show up until you unhide shit).

Basically follow the instructions that are outlined for you in the README.html that accompanies most of the ZIP files and youll be fine.

This is ONLY to change the BOOT screen though.

If you want to change the theme, just put the THEME folder (for whatever it is), in the RESOURCES\THEMES folder.