SapphiroN says:
You could simply open the file with Trackmania, and it should open up the game and the map file too. Or alternatively...
- Place your GBX-file in Documents/Trackmania/Maps/Downloaded/
- Open Trackmania and go to "Local" tab
- There you can choose to "Play a map", you'll find the map under Local -> Downloaded
Also note that you need at least Standard Edition to play custom maps. The free starter edition can't play custom maps!