Drop the contents of "Khufus Flail Operation Zeus Main Folder" directly into your Saved Games\DCS or Saved Games\DCS.openbeta folder.

If done correctly, in Saved Games\DCS or Saved Games\DCS.openbeta, you should see a Datacartridges folder and a Missions folder.
The campaign is located in the Missions\Campaigns\MultiLang\Khufus Flail Operation Zeus folder. DO NOT DELETE the Datacartridges folder, it is needed for some missions.

In the campaign's folder, you can find a Doc folder with the campaign manual and the kneeboards for all the missions.