Put all the bbPress files that are in the archive you downloaded into a folder in your webspace. If your website is at http://www.example.com/ and the files on the server are at /var/www/vhosts/yourname/ and you want your forums at http://www.example.com/forums/, just create a directory called /var/www/vhosts/yourname/forums in your webspace and upload the files there.
Put all the bbpress files into one folder though, exactly how they came out of the archive. By default, when you unzip the files, they are in a folder called bbpress. You can use that or rename that to forums, then just upload the whole thing to your webspace.
