DBW and UP3 go straight into main game folder. The readme (or install instructions that are in the original post) tells you everything.
All extra mods that you download will go into #DBW or #UP#, not JSGME.
The mods that you need to enable in JSGME are already included. Just start it and see what you want to activate.
To start the game click on IL-2 selector, not il2fb.exe. Then you have to select your game type (DBW, UP, stock) in the settings.