They go inside the tres cd/data folder, which is where all the original level files (.grfs, scns etc) should be. If the original level files are not on your harddrive, then you've installed the game incorrectly. Meaning, if you hadn't copied the entire cd onto your harddrive (including the hidden file) and into a folder labeled 'tres cd', removed the cd and then installed from there, you must do so in order to play fan levels.
Please check the f.a.q. section for 'Trespasser Harddrive Installation' if you have not done any of the above. The thread will give you the procedure step by step.

Your other option would be the Trespass Demo. Throw the tc level files inside that data folder, replacing all tpa files with retail versions.