Can you give me a link to wherever you got it from? I'm not sure if you mean the league/nation, or an actual save. If it's the league/nation put it in the "Editor Data" folder in the "Football Manager 2013" folder. If that folder doesn't exist, just make it. If it is a save file, put it in "Games" in the FM folder
just in case you're really new, the football manager folder scotty is talking about will be in found in:
Computer>local disk(c)>Users>*your username*>documents>sports interactive