Create a folder in your "LucasArts/Jedi Knight Jedi Academy/gamedata" folder and then put the pk3 in that folder. You need to patch to a recent patch and then in setup there's a mod part where you can load a mod. It helps if ur pk3 has the same name as the folder you put it in.
You will have downloaded the pk3. Unless you're taking about making your own mod in which case you should start learning from tutorials which are all over these forums.
Sometimes in life you're the pigeon. Other times you're the statue.