To dl campaigns from here, all you need to know is how to unzip files and place them in correct game folders (instructions will come with the readme file).
Make sure you are running the right version (If you are on AoM original don't download Expansion pack campaigns/scenarios).
To play online just go into the game, press multiplayer/online and create account. You will probably get some kind of error involving the country selection but you can ignore this, it makes no difference. There are 2-3k people online at peak times.
Sometimes you need to scare the lambs,
tell tales of evil bad wolves.
Because if there is nothing to fear,
they might think for themselves.