Here is a link to how to install TF2 HUD mod's
http://www.freefrag.com/team-fortress-2/5325-how-install-community-hud.html
it's for a specific mod (which I've personally used and can tell you works great) but it should all be the same place for all HUD mod's.
If you're too lazy to click the link, then the files should go in the
C:\Program Files (x86)\Steam\steamapps\username\team fortress 2\tf\resource\ui\addons
directory. Remember that if you have a custom scoreboard (most TF2 HUD mod's feature a default 6 vs 6 scoreboard for competitive play) then the scoreboard.res should go in the
C:\Program Files (x86)\Steam\steamapps\username\team fortress 2\tf\resource\ui\
Hope that helped. Good luck!