Liam. I checked it out. It works fine for me. First - may I suggest that you ignore all instructions to extract zipfiles direct to the sim. This is the method I always use. Right-click on the zipfile & select the WinZip "Extract to Folder C:\Blah\Blah" option to automatically extract the files to a new folder in your download folder. Then examine the extracted files before manually pasting them into the sim. Using the above method you should see something like this.

Open the extracted folder to see this.

Paste the folder named EDIN2002 (note upper case text) into FS2002\ADDON SCENERY. This is the one directly containing the Scenery & Texture subfolders.
Open the EDIN2002 folder & repeat the process with Trees.zip, pasting the Trees folder into the ADDON SCENERY folder.(Scenery can be activated from any location. There's no need to paste it into the SCENEDB folder.)
I suggest it might be better to forget this step & download & install the latest tree library. Gerrish's Trees Library for FS2000/2 Release 3 here. http://www.simviation.com/fs2002utilities_ess1.htm
The tree library only needs installing/activating once.Now run FS2002 & select Settings/Scenery Library. Click Add Area & add the new areas. Activate the tree library before EDIN2002. When you select the correct folder the title of the scenery should display in the "Scenery area title" box.

When both areas are activated they should be listed on the Scenery Library menu.

Click OK to return to the FS2002 main menu. Select "Create a Flight" & click the Current Location button. Now click the "Search Add-on scenery button". The Edinburgh scenery should be listed. (Not all 3rd party scenery will be listed here.) Select one of the options & check it out.

Hope this explains it.