First you must download a map. The maps comes probally on Winrar and extract it. Then you need to go to the Minecraft directory. To go to the Minecraft directory do this. Go to Start and Execute and write %appdata% and click on OK. When you make that it will open a Folder called Application Data and in that folder search for .minecraft. When you make that there are some folders and open the folder called saves and you are in the Maps/Saves folder. Then copy what you extract from Winrar and paste to that Folder. Open Minecraft, go to the SinglePlayer and you gonna see the Map/Save.
Tested with this map: http://www.gamebanana.com/mc/maps/164274
The Computer is in Portuguese because I´m from Portugal but I make some subtitles.
All Steps are here: http://imageshack.us/g/696/step1ne.jpg/