As another old fart, let me clarify in case you end up putting it in the "native" folder.
When you find the "Mount&Blade Warband" folder, and expand it, you will see some folders and some files.
Amongst the folders, there is one called "Modules", that is where you put any new mod, and they will then show up when you click on the drop down menu starting the game.
To make sure you have done it correctly, if you click on the "Modules" folder, you will see a folder called "Native", this is the vanilla native warband, so leave that alone. When you add the new folder you created, it should be called "Native expansion", so if you have done it all OK, you should see two folders inside the "Modules" folder, the original "Native", and your new "Native expansion" folders.
Hope that is clear.