The install folder should be the same for the Steam and Non-Steam versions. The whole
Jailbreak folder that comes with the zip file must go under My Documents
[\My Documents\My Games\Unreal Tournament 3\UTGame\Published\CookedPC\] so make sure you're
not installing it under your UT3 install folder
[/steamapps/ut3/etc...]. You might have also been trying to install it under
Unpublished instead of
Published...
Also, WinZip (or whatever compression application you use) should extract the files into subdirs. Otherwise your intallation will very likely be broken...
Dunno what else to say, please tell us more details if it still doesn't work...