Depends on the files. Most PWs nowadays have custom content, which means .hak and sometimes .tlk files. Those go in the "hak" and "tlk" folders respectively. Sometimes they'll have optional override packs, which go in the "override" folder.
CEP has an auto-installer, I think. Otherwise just follow the above instructions, taking note of the file extension.
NWNCQ I don't remember so well. There are multiple versions of it. If you download the override version, I believe all the files go loose in your override directory, and that's all you need.
