not sure which guide (how about a link?), but anyway, if you launch the steam version of SS2 via the launch fan missions shortcut at least once, a FMs folder will be created in your SS2 folder. you will need to move/copy the
extracted FM into this folder - for example, when installing the UNN Nightwalker, you will need to place the FM files under SS2\FMs\UNN Nightwalker folder. launch the game via the fan mission shortcut, the FM will be listed, double click it and you are playing. the manual activation works similarly, see
here.