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I am assuming the map you downloaded is in zipped format. You need to unzip the files and place them in a directory.
For example: I download a map called skyworlds.zip
I go to my FTB install: FTB/unleashed/minecraft/saves and create a folder call sky (or whatever)
So I end up with FTB/unleashed/minecraft/saves/sky
In that sky folder I unzip the contents of the skyworlds.zip file.
Then when you go to single player you should see the new map in the list of games you can load.