OK, this is only a guess since I don't know what's in your files that they sent you.
Unzip leaderboard.zip. That will give you I bet a flash file. FTP or copy that file up to your website. Put it in the root or main directory of your website, or perhaps the webhost images location. Or copy it to both spots to be safe (I'm doing a best guess here). It's not the end of the world if you have two copies of an image on your site.
Next, cut and paste the html text contained in the file flash.htm into the spot in your page where you want the banner image to be displayed, i.e. replace the current cj code with the code contained in the file flash.htm.
My suspicion is the leaderboard file contains a zipped up flash file, and the flash.htm file contains the html that calls that flash file. If so, then the above instructions should work.
And congrats on bagging an advertiser directly. That's top tier stuff!