Start phone in bootloader which should give you option to launch recovery. Also you can search for quickboot that gives the option to reboot into revovery. Once ther, select flash zip from sd card. If you downloaded the zip while on your phone, it will be in the download folder. If you downloaded from pc and moved to sd, it will be where ever you put it on sd. Just look for file name of download. If you are vewing this from your evo then click on link for quickboot.
http://market.android.com/search?q=p...ions.quickboot
Edit: also if you have rom manager installed you can select install rom from sd card (looks for zip files and need to be on clockwork mod recovery) you can install all zipz at once, just click add zip after each one. Also select to do backup before installing zipz. It will reboot into recovery, do nand backup, flash your zip files and then reboot phone all automatically. Way faster and easier. You can always revert back to RA recovery with a single click if that is what you use. Also the link for phone.
http://market.android.com/search?q=p...tta.rommanager