Hi Jato

The correct procedure to install any Captain Sim product, including Weapon for FSX, is as follows:

Run the installer (as an administrator if using Vista, Win 7 or Win 8)
Click on NEXT or AGREE to move though each phase
Select Instant Online Activation (if the computer is connected you are installing it on has internet connection/access), or else select the Manual Offline Activation (follow the instructions for this, it's easy to do).
When asked, enter your Order Number for the product
When asked, enter your Email Address used when you purchased the product
Once the Activation is done, it should find the correct location of where FSX is installed, so click on INSTALL and it will place everything in its correct location. You don't need to do it manually.

If you are unpacking the files and folders from something like a ZIP file, which it sounds like you are trying to do, then you have a Pirate copy of Weapon for FSX.

Buy the original here - Weapon for FSX - by clicking on the green BUY NOW button at the bottom of the screen. It only costs €15/$20US. ;)