It should only be able to be in there one time. In the main (also called root) "folder" and all you see on the MicroSDHC card. So for instance, if you go to "Computer" and find it, it should only show the multiple files from the R2D2 zip, and only one copy of each. If I put it in mine, I go to X: and see the the various files but only one time each.
For example, if my MicroSDHC card is X: when it's connected to my computer and I go to "Computer" and double click on the X: drive, I will see babe11.urf, babe11.y, main.amx, and sensors.amx and that is it. I'm not sure a better way to explain it so hopefully that helps.
The manual shows you where the slot is. If you think of the battery compartment as a rectangle, it'll be on the side that's closest to the neck. It just looks like a little slot you insert it into (although the other sides look kind of similar, none of them will look like such a 'perfect' fit). It's not too difficult to get it in, it's just (at least with my hands/fingers) kind if in an awkward spot compared to how easily inserted they were in the older Pleos. However, I'm not one with extraordinary dexterity.