In the black navigation box on the left hand side of your course screen, find Control Panel. Then click on the small triangle next to Control Panel to expand the options. Find Packages and Utilities, and then click on the small triangle next to it to to expand its options. Then select Import Package / View Logs.
On the Import Package / View Logs page, select the Import Package button on the upper left side.
On the Import Package page, under SELECT A PACKAGE, click on the Browse Local Files button, and select the .zip file for the module. Then, under SELECT COURSE MATERIALS click on the Select All button, to ensure all parts of the package are imported. Then click on the Submit button to begin the import.
Once the import has completed, refresh the page, and find the folder with the name of the module in the black navigation bar on the left. In that folder should be the module, and from there you can copy the module into whatever structure you are using to organize your course.