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Go to your my games folder, usually under: My Docs\My Games
The .TXT file goes in: \My Games\Gears of War for Windows\Binaries
The .UPK file goes in: \My Games\Gears of War for Windows\WarGame\Published\CookedPC\Maps\CustomMaps
If they don't exist, you will have to create them manually.
WARNING YOU MUST HAVE LANCE MAPS INSTALLED TO PLAY THE MOD
(See addons section tab)
Once in the default main menu, bight the console (usually the ` key next to the 1 key)
type: open lance
This will bring in the main mod menu.