Hi, another WoW addict like me i see
To add new addons, you dont open the .lua files, these are a form of code which is what makes the addon work, once you have downloaded the Addon, find your WoW Directory.
This should be in C:\Program Files\World of Warcraft, in this there should be another folder called Interface, in here there is yet another sub folder called Addons, you copy any Addons you may want to use into here, as you can see the Default Blizzard Addons are already there just paste yours in here and load wow, it should load when you log in.
What mod is it by the way