1. Download a zip file with the JJ2 files.
2. Unzip the files into your JJ2 directory (Usually C:\Games\Jazz2\)
3. Start JJ2
4. Go to "New Game"
5. Go to "Home cooked levels"
6. Choose the level you want to play by using the arrow keys and pressing ENTER

If this doesn't work:

1. Click the windows Start button
2. Click "Run"
3. If your JJ2 directory is C:\Games\Jazz2, type "C:\Games\Jazz2\Jazz2.exe" levelname.j2l
4. Press ENTER
So, if you want to play the level "BBlair.j2l", you should type this:
"C:\Games\Jazz2\Jazz2.exe" BBlair.j2l
in the "run" form.