It's hard to say what your problem is, but it sounds completely unrelated to Amnesia.
I presume you're talking about the archive not opening automatically after downloading the custom story. Files usually never open automatically unless you specify this in your browser. If it isn't opening, find the file you downloaded in your "Downloads" folder, then open it.
If you can't open it with what you have, then you may need a program to open it. If the custom story is a .rar format you will need an archiver like
WinRAR.
Is that what you're talking about?