QuakeWorld is a rather unique game in that it's almost fully customizable. This is partly because of its long and rich history with lots of contributors for the many modifications (aka mods).
Check out the ezQuake manual to learn how to tune your setup to your liking.
This site is a database of ready-made replacements for almost everything you can see and hear in the game - although you are free to make your own!
Models contains custom 3D models for weapons, players and other objects.
Quakeworld folder structure
QuakeWorld folder (/qw/) structure remains the same over the years. It varies slightly from client to client, but it is mostly like this:
./gfx/ Console backgrounds
./lits/ Colored lighting files (i.e. ".lit" files)
./maps/ Custom maps
./skins/ Player skins
./textures/ Map textures
./textures/bmodels/ Healthbox and ammobox textures
./textures/charsets/ Console characters
./textures/levelshots/ Level screenshots (loading screen while loading a map)
./textures/models/ Model textures (e.g. weapons, armors, projectiles)
./textures/wad/ HUD textures (e.g. armor icons, health icons, big numbers)
If a folder doesn't exist, simply create it. Place the files you download from the internet on the correspondent folder, and run Quake! The changes should be effective.
You can open .pk3 files with any program that opens .zip files, and .pak files with "pak explorer". You can add or remove files, with caution.