Easiest way installing custom zombie maps is using downloads from, http://www.zombiemodding.com/
Or using UGX Map Manager app: http://ugx-mods.com/forum/index.php?sid=26d4f1c34337c4308d8138e813f3989b&topic=49
Their downloads come with an installer that you run and that's it. But if you are downloading from somewhere else you have to place the custom map files to your mod folder manually. To find the mod folder in the first place you have to set your computer to show hidden folders and files.Follow these steps to display hidden files and folders.
Open Folder Options by clicking the Start button , clicking Control Panel, clicking Appearance and Personalization, and then clicking Folder Options.
Click the View tab.
Under Advanced settings, click Show hidden files and folders, and then click OK.Where to find the mods folder:
C:\Users\Your Name\AppData\Local\Activision\CoDWaW\modsStarting to play the mod:
Start World at War, in the main menu choose MODS.
Load the map you want to play from the list that will show up.
With new maps, the main menu should now have option to start the map right away.
But if you are playing some older custom zombie maps you have to load the map trough console.Enabling developer console and loading the map:
In the main menu go to options/controls, then select Game options and from there you can enable your console.
When that is done, press ~ on your keyboard to bring up the console.
Type into the console /devmap *and here the map name*
For example if you load mod called nazi_zombie_death first from the mods folder.
Open your console and type in: /devmap nazi_zombie_death
Press enter and the map should load!