I have downloaded a CSS dropdown menu which contains an images folder, an index.php file and a menu_style.css file. Where should I upload these files in order to add the CSS menu to my forum?
You can't add those to work directly without adding them to your templates.
Go to: ACP > Templates > Your theme's templates > Header templates > header > and add the content (only menu thingy) to the header template. Then you probably need to add CSS in your global.css stylesheet. You also need to Upload the ./images/ folder in your forum's root.