Start by going to documents\1c softclub\il-2 sturmovik cliffs of dover\missions
In there you'll see two more folders named "single" and "multi", place the mission files in the appropriate folder depending on whether it's a single-player or multiplayer mission.
To get some user-made missions visit the FMB, Mission & Campaign builder Discussions section of the forums here:
http://forum.1cpublishing.eu/forumdisplay.php?f=203
or visit
www.airwarfare.com and download them from there.