Create a folder called 'F-15C-CPT-TEXTURES' beside F-15C-CPT-TEXTURES.zip, then copy and paste all of dds files to that folder.
C:\Program Files\Eagle Dynamics\DCS World\Mods\aircraft\Flaming Cliffs\Cockpit\Textures\F-15C-CPT-TEXTURES
Any questions? http://forums.eagle.ru/showthread.php?t=129611
ENJOY!
Special thanks to RICARDO!