Stage files go in the 'stages > melee' folder. They're usually named after the stage they replace, to an extent. (STGBATTLEFIELD.pac for example)
Characters go in the "fighter" folder. For textures and models, they're named after the skin they replace (fitmario00.pac would replace his default costume for example). If it's a moveset altercation or the mod has custom animation, you'd probably receive files named 'fit*character*.pac' and 'fit*character*motion'.pac which also go in the same folder.
Music goes in the 'sound > strm' folder named the corresponding ID of the song you wish to replace. There are lists out there with all the proper names and IDs for characters, stages, and music out there that I can't provide atm.