I have downloaded Hotel management module from https://apps.openerp.com/apps/modules/10.0/hotel/ ,now where should I unzip it or Copy these files so as to start using Hotel management module .
You should put the module into Odoo's addons folder. It is located at /path/to/odoo/addons.
Or, a better way is to create a new folder (e.g. customs), and put the module into that model. Then, add the path to the newly created folder into –addons-path configuration parameter.