Can I get data I downloaded work for my DIVA-GIS?

Can anybody help me on this? I just started GIS and DIVA-GIS. I presumed I had to create a directory called "environ" . I have downloaded DIVA-GIS as well as the weather data and added them to C://program files/diva-gis for the climate data, is this right? If yes, I would like to know why I can’t get the data appearing? In fact I cannot get the downloaded data working. Did I miss any process(es) to make this data work? Thank you in advance for those who would help me.
