Drag the folder called "pc" found in the mod's .zip file to "C:/Program Files (x86)/Steam/steamapps/common/Mafia II".
If you're running a non-Steam version, drag it to your "/Mafia II" folder, wherever it may be.
Windows will tell you that "This destination already contains a folder named 'pc'."
Click "Yes" when prompted to merge the new folder with the existing one.
Click "Yes" each time a new folder must be merged.
Click "Copy and Replace" repeatedly to replace the existing file(s) with the modded one(s).
Alternatively, you can stop before you replace the file/files and create a backup of it/them.