Game: You don't need to copy or move any folders to a special place. Just install the full version from this page:
http://digitalpaint.org/files/BSP: Here is an installer, that should be the easiest way to get it. Install it directly on c:\ -> it will create an own bsp folder and a desktop icon. If you installed the game to "c:\games\paintball2", you don't need to do anything else. If you installed the game to another path, you have to edit the path in the file "c:\bsp\pfad.txt".
ftp://otb-server.de/pub/BSP%20-%20Map%20Editor/BSP_setup.exeYou can change the controls ingame (Setup -> Controls).
What do you mean with "saved games from bsp"?
*.map files must be in "c:\bsp\pball2\quake2\pball\mapfiles" to open them in bsp.
*.bsp files must be in "c:\games\paintball2\pball\maps" (or its subfolders) to open them in paintball.
If you compile a new map in bsp, the *.bsp file will automatically be copied into "c:\games\paintball2\pball\maps\inprogress".