You should go to the trigger and object editors in the World Editor. In the triggers, look for the trigger of the spell you are copying. In several abilities downloadable from this site, they trigger has a little readme attached to it in the world editor that tells you what to copy. Copy the trigger folder, and paste that in the triggers section of your map. Go back to the other map, and copy whatever else the readme says, so you'll prolly have to open up the object editor and copy the custom units or abilities (again, most maps will tell you which files need to be copied, if not, just copy the trigger, and copy any custom units/abilities, indicated in purple in the object editor, and paste them into your map).
All should be said and done, unless you have to change a few things in the trigger to match the abilites/units you had to copy. Hope this helps, most downloadable spells should have a short readme in the trigger section of the World Editor when you open the map. If you have anymore problems, feel free to ask, there's always people here to help.