I have downloaded some models, and they are all .mdl files. How can i make them work, and what is the right directory? I have also downloaded these:
http://gfx.quakeworld.nu/details/310/armorface-hud-icons/
i can't get them work And does anyone know where to download sky/lightning texures?

qw/textures/<mapname>/ - textures for a particular map (eg. aerowalk)
qw/textures/bmodels/ - ammo/health crates
qw/textures/models/ - guns
qw/textures/charsets/ - charsets
qw/textures/particles/ - blood, explosion, trail
qw/textures/wad/ - HUD gfx
qw/gfx/ - textures used in menu
qw/skins/ - player skins
qw/crosshairs/ - crosshair gfx
qw/env/ - sky

qw/progs/ - models (.mdl)
qw/lits/ - lighting (.lit)
qw/locs/ - locs (.loc)

qw/sounds/ - sounds

Thank you, i'm still looking for lightning effects, like red/green explosions and different glows for quad damages and flags. Anyone knows how to make/where to get something like that?

Well now, thanks for that, always fight to figure out where certain elements should go.
Saved as a text file in my EZQuake dir so I dont have to anymore!