Hack Install – Noob

I’m having some difficulty trying to figure out how to go about loading hacks/plugins for WP.
I’ve downloaded some hacks that I think would be useful to me, but all I have is the code to make them work…no documentation.
I realize that each hack is different in its documentation, but as a rule…how do you go about installing hacks?
Where do the files get uploaded and the hacks initialized?
Sorry for the n00b question, but after several searches in this forum with no hits…I decided to post a topic.
Thanks.