OK
At first you extract the .zip-file ANYWHERE on your pc
Then open WE and open the Import-Manager. There you import the extractet .blp-files
Then you have to change the path (right-click on the imported files, there you find the option, sorry, only know the german name of the option, but I'm sure you'll find it, simply try)
A BTNxxx.blp has the path "Replaceable Textures\CommandButtons\BTNxxx.blp"
A DISBTNxxx.blp has the path "Replaceable Textures\CommandButtons\DISBTNxxx.blp"
A PASBTNxxx.blp has the path "Replaceable Textures\PassiveButtons\PASBTNxxx.blp
(of course without the brackets)
Edit: @Sopho: LOL Sopho, looks like you write faster then me