After you put everything in the Data folder you have to activate the mod in the launcher (data files and you tick the right box) or alternatively you can download FOMM, Fallout Mod Manager to make mod managing a lot easier (a must have when you get the mod fever and you start installing bajillions of mods ) and then just continue playing, the content will be added and you don't have to start a new game (unless stated otherwise, but that's very very rare)