The download should come with a .bot file in "Robot Designs" and some stuff in a folder called "Components". Also some .wav files in "Sounds" which are technically optional (but cool).
You need to cut/paste ALL of these folders into your Robot Arena 2 folder and say Yes when the computer asks if you want to overwrite stuff.
If you installed it correctly and it still doesn't work, try installing it in an unmodded stock game.