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I tried Curse Client as well and couldn't get it to work, either.

You can still use the Curse site to find addons though. Just use the "Manual Download" button once you've decided to get one. When the download is finished extracting, you should have a folder - the poster above gave the right path for where to put it.
 
Manually installing it via the option on the site and placing it in the Add-On folder after extracting it works, as previously mentioned. I found the installation instructions from the site to be worthless.
 
You can also try WoW Matrix to install the AddOns. I've had no problems with it. I tried Curse, but I uninstalled it when it installed that data-gathering AddOn automatically without popping something up telling me it would do it. I generally dislike opt-out software design.
 
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