Yeah I'm having problems following those instructions. that folder does not even exist in my install.
Edit: never mind, found it.
slightly more detail for others as easily confused as myself:
goto base folder and open 0ufos.pk3
this is, as somone else noted above a zip file thats renamed as a pk3 file. I use 7zip so I can just rightclick open in 7zip. you can just rename it temorarily to a zip file
inside this file you will find the maps.ufo file that you need to modify.
you're looking for:
city3
city2
mansion