You are in the Heroes campaign

sorry, probably a silly question. How do I open a downloaded file? It won't open.

Actually, it's simple: first, extract it from the archive, and then either open it for viewing in the map editor (located in the general folder of the fourth game), or move it to the Maps folder (also in the general folder) and open it by launching the game - new scenario (since the campaign is not embedded in the game).