An RBZ file is an archive containing a loader-file and a subfolder of the same name containing all of the other files needed to make the extension/plugin work.
It is actually a ZIP file with a different suffix.
But do not worry about that !

Since v8M2 SketchUp has had a built-in tool*** to automatically extract the contents of an RBZ and install them into the correct Plugins folder and load them.
After that SketchUp automatically loads extensions from the Plugins folder as it starts.
***Open SketchUp's Preferences > Extensions and use the 'Install Extension...' button.
Find the downloaded RBZ file and choose it.
Answer in the affirmative to any prompts.

Extensions can be activated/deactivated from the same Preferences > Extensions dialog.
Most extensions are set up by their author so that they are active and therefore load their functions when first installed.
However, in v2016 there is a known glitch, whereby any extension is deactivated when it is initially installed - irrespective of the author's wishes.
It will hopefully be fixed in a maintenance release.
So in that case you simply need to activate it in Preferences > Extensions.
If it has a Toolbar you might also need to activate that too.
The activated state of extension and toolbar should be remembered next time SketchUp restarts.

The two main sources of extensions are the Extension Warehouse and the SketchUcation PluginStore [see the Resources menu above].
These both allow you to download RBZs.
The EW only supplies 'extensions'.
There are also many 'plugins' available which do not appear in the extensions list, and always load as SketchUp starts - these are not available at the EW. The PluginStore has many plugins AND extensions - some of which are not available at the EW.

The EW should be able to install selected extensions from within SketchUp, without the need to download an RBZ file at all.
SketchUcation also has a toolset - its RBZ is available from the Resources menu above OR the PluginStore itself.
Once installed that has several tools.
These first three are usable off its Toolbar.

An SCF PluginStore dialog - this lets you AutoInstall chosen extensions/plugins - again without recourse to actually manually downloading the RBZ. It also has an Update option and Bundles to allow syncing across versions and/or computers. An Extensions Manager which acts like the native preferences-dialog, but with a much improved user-interface and experience, and other tools let activating for this session only and saving 'sets' of extensions to activate/deactivate en mass. A Plugins Manager which acts like the Extensions Manager, but this one allows you to disable/enable non-extension plugins too.

The SketchUcation submenu also includes a Plugin Uninstaller and an Archive Installer [RBZ or ZIP], and some other utilities to list shortcuts, open your Plugins folder and so on...

So I suggest you first learn how to install a downloaded RBZ using the native tool, then get the SCF Toolset and install that.
Thereafter use that to AutoInstall Plugins/Extensions and use the EW for those few not available there - e.g. those authored directly by SketchUp staff, or a few 'paid' extensions for other authors which might arrive as RBZ after payment, or got from the SCF-Shop etc...