just a question..

[Quicksilver]

..not really a OTTD problem, although I suppose it might be in a way.

I've downloaded a few patches from SourceForge for OTTD, some are *.diff and some are *.patch.

Where do I put these files or how do I use these files?

[Darkvater]

Those files are sourcecode files. You are supposed to merge them with the game, then recompile the whole thing. If you don't know how to program, it's best not to try any of this