If you have version 1.3.0 or later, you can put the your models, ssc, etc in your extras directory. I Have the shroxmars add-on which inludes the Mars Global Surveyor and Mars Odyssey. Here is my directory structure:
Celestia\extras\shroxmars\shroxmars.ssc
Celestia\extras\shroxmars\models\marsglobalsurvr.3ds
Celestia\extras\shroxmars\models\marsodyssey.3ds
The directory 'shroxmars' can be named anything you like. Basically, the directory structure follows that of the Celestia root directory. Here is how I have my voyager spacecraft organized.
Celestia\extras\voyager\data\voyager1.xyz
Celestia\extras\voyager\data\voyager2.xyz
Celestia\extras\voyager\models\voyager.3ds
Celestia\extras\voyager\textures\medres\voyager.jpg
Celestia\extras\voyager\voyager.ssc
It's quite handy being able to organize files in this manner.
For more info installing add-ons, check out this tutorial on Selden's sight:
http://www.lns.cornell.edu/~seb/celestia/addon-intro.html#1
Hope this helps.
Cheers,