You *just* copy it to HDD1:\Content\0000000000000000 or USB0:\Content\0000000000000000 if using USB. Then launch them from the NXE menu or Freestyle dash or similar. Depending on where they come from you may have to patch the XUID to either match the console or to make it a 'generic' XUID. Say for example you want to transfer an XBLA game that you purchased from your 'live' 360 to the JTAG one. Yaris patch can patch these for you.
To copy the files, either put the 360 HDD in your PC/USB caddy and use Xport360 or similar to browse the file structure and drop files in. If you already have Xexmenu of Freestyle 'installed' on the JTAG box when you get it, you can laucnh either of those 2 apps and then FTP files over using mopst FTP clients. Just connect to your 360s IP with a username & password of 'xbox'.
Personally I now use an external 2TB drive connected via a Sharkoon SATA Quickport as I have one on my PC and one that I hook up to the 360 or WDTV live for watching films.
Stating the obvious, but just be careful with any updates; don't apply any "official" updates without making sure they are OK to apply (e.g. the 9199 update AFTER updating to Freeboot 0.32 - to get the avatar support back).
Recall