When you download an e-Sword module, you should unzip the module if it is compressed, and thereafter copy it (via Windows included “File Explorer” or “Windows Explorer” probably if you have nothing else) into the default e-Sword folder…
C:\Program Files\e-Sword\
You will need to shut down or completely quit the program (in e-Sword, select Alt-> File->Exit), and then restart the program before you will be able to see your new module.