I've just downloaded files from resources and I don't know where should I put them so if somebody could explain it to me it would be much appreciated.

Drop the .sav file into: "\steamapps\common\half_life_caged\caged_fgs\SAVE Then make this bind ingame using console:

bind <key> "load start;bxt_hud_timer 1;bxt_timer_reset;bxt_timer_start;bxt_autorecord run"

This will be the key you reset/start ur runs with.

Also make sure to read https://www.speedrun.com/hlcaged/guide/azu33

BunnymodXT can be placed anywhere you simply just inject it when you have hl.exe running.