After unzipping the puds, move them into the Warcraft directory, in MS-DOS, this is done by move *.zip \war2. If you have the patch or the expansion pack (I recommend to get it), you should put the single player maps into \war2\puds\single and the multi player maps into \war2\puds\multi instead.
You have the puds (*.pud) in your war2 directory. When selecting "custum scenario", choose "custom maps". If you have version 1.3x (the expansion pack or patch), this is already default. Then choose your PUDs from the right directory (if you have not version 1.3x, all PUDs must be in the \war2 directory).
Copy your puds into the \war2 directory or, if you have the expansion, into the \war2\single directory (this prevents you from getting a mess with single and multiplayer levels).
|\war2\mypud.pud||This player probably has version 1.2x or less.|
|\war2\puds\multi\mypud.pud||This player has the expansion pack or patch.|
To prevent this, either all the players must have the expansion pack and save the puds in \war2\puds\multi, or they should put their favourite puds into both directories. Note that only the relative paths from \war2 matters.
Kali chooses \war2 as the default directory. Even users with version 1.3 (expansion pack) should not use \war2\puds\multi. Kali lets you only offer files in the \war2 directory.