.dtxfiles, but fewer (often only one)
.insfiles (LaTeX itself comes looking like this). If there is more than one
.insfile, and in the absence of any instruction in the README file, simply process the
.insfile(s) one by one. If you’re missing the package.ins altogether, you need to play around until something works. Some
.dtxfiles are “self-extracting” — they do without an
.insfile, and once you’ve processed the package.dtx, package.sty has automagically appeared. Various other oddities may appear, but the archivists aim to have README file in every package, which should document anything out of the ordinary with the distribution.
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URL for this question: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=install-unpack
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This is FAQ version 3.26, released on 2013-02-25.