Could you jsut search, before asking something..
1). Open the .iwd archive with Pakscape, winrar or 7zip (pakscape recommended)
2). Copy the file you want into the correct archive
(so files from iw_04 go in iw_04.iwd or files from iw_05 go in iw_05).
3). Save the Archive
4). Go ingame and enjoy your new custom stuff!
Thanks Ipwnyou!! for short tutorial, I was to lazy to write it all over