First step is to download a map for that go to http://hce.halomaps.org/.
Download the map you want.
It should look like this.
(http://i1255.photobucket.com/albums/hh629/blazer981/ScreenShot26_zpse928cbed.jpg)
Extract the file using WinRar.
(http://i1255.photobucket.com/albums/hh629/blazer981/ScreenShot28_zps6381f261.jpg)
Copy or Cut the file you extracted
(http://i1255.photobucket.com/albums/hh629/blazer981/ScreenShot27_zps636a0cb4.jpg)
Open the folder where you installed HaloCE
(http://i1255.photobucket.com/albums/hh629/blazer981/ScreenShot29_zps7f60e196.jpg)
Open The Folder called Maps and paste it
(http://i1255.photobucket.com/albums/hh629/blazer981/ScreenShot30_zps06d643c7.jpg)
Thats it you just installed your custom map
Enjoy