Ensure you have the latest boot.firm and boot.3dsx from the Luma3DS GitHub . These should sit at the root of your SD card (and thus the root of your zip).
Only download pre-made zips from trusted community members on GBAtemp or official guide sites. Malicious files can brick your console.
Are you trying to for a specific custom firmware version, or are you having trouble running a script from a file you already downloaded?
Include a .gm9 script (often named finalize.gm9 ) that tells the system to install everything in the /cias/ folder automatically.
If you have downloaded a pre-made pack, follow these standard steps: Open the file on your PC.