Drop them into the RCT2 tracks folder, thats all.

Not every ride will work, notably junior coaster had a few track elements changed but the vast majority will. And if your favorite doesn't, there is no way of converting, that coaser simply can't do the required twist anymore.

You don't need to copy the .tp4 files,those are the preview pics and 2 has a different way of making previews, .td4 is all you need.

Edit: RCT Track Decoder (far down the page) reads both RCT1 and 2 track files and gives detailed human readable instructions how to build it. That comes in handy if you want to recreate say a RCT1 Car Ride track as one of the many other types this one was split into like Vintage Cars instead.