For mods, place them in their individual folders under the main "Quake III Arena" folder:

Quake III Arena\Excessive\...

For maps and player models, you'll have to dump them into "Quake II Arena\baseq3".

Some models may require another subfolder named "Quake III Arena\baseq3\players" where (in some cases where skin extraction wasn't polished off) the model and/or help file has to be placed.