There are two different types of objects : Items and Blocks ...
Items go into ***/Documents/Trackmania2020/Items
Blocks go into ***/Documents/Trackmania2020/Blocks
Note : if it is a zip file , you need to unpack it .
Lastly :after unpacking/installing the game needs to be restarted for it to 'see' the new objects ...
Then Items should simply appear in your items list , whilst Blocks appear near the Block they were modeled on (so you may need to search a bit if it is a block ...)