It works on the GOG version of Arena, just put them in the \Arena folder, or whatever you named it to if you changed the folder like in the image posted below.
Good mod; especially the map, save list and compass changes - they make tthings much clearer. The display at the bottom of the HUD is certainly clearer than the original too, but I miss the camp-fire (rest) and caduceus.(health status) button designs... I might try doing my own variants of these.
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If you installed it to your C drive such as C:\Program Files (x86)\Arena
Just paste it where these files are
PS: I installed the game to my E drive as in the screen shot.The root directory or root folder is the Arena_GOG