Hello! I apologize for the extremely delayed reply. Most people in the forums are either in school or at work, and college finals are only a few weeks away, so the forum has been pretty quiet recently. I have a sliver of free time today so I'm going to go around and try to answer the unanswered questions.
As for your question, your openBVE folder should have a folder called "Railway". Inside your railway folder should include 'Route', 'Object,' and 'Sound'. Place the folder with the objects into the 'object' folder.