No they don't need to be moved anywhere. Your scenery.cfg file needs to point to their folder and make it an active scenery layer. Which is automated in the FS Real Time installation.
However, the Time Zone files are set for the day and month when you installed them. There are active .BGL files for places with DST and inactive files for those same places if it is not DST.
There is a file included in the folder with the TZfiles04 which is called DSTor STD.exe.
You need to run that file each month to make sure the time zones around the world are updated to reflect the time usage for the current month.
@ PawPaw's house - near KADS, Addison, Texas, USA