Unity FPS Tutorial 2 help

Iam watching Unity FPS tutorial made my MisterNinjaBoy and he told me to download his gun models in the video. I have already done that but which file do i put the folder in. Please Help and show me where to go, for example Computer > Local Disk >
Thanks   

Actually i think i figured it out. i just moved the folder to the Assets in unity. Not sure if i did it right

You can just drag and drop the folder into the Assets folder inside of Unity and it should automatically import it. Or you can right click in project view Go to Import Package> Custom Package and then locate the folder you want to import. It should then import into Unity.