If you are in a Minecraft world, press 'escape'.

However, as of snapshot 12w23a, as long as pack.mcmeta exists, it will be recognized as a resource pack. If you create your own textures, you can ZIP them if you feel it is necessary. Majority of resource packs are in ZIP file format, but as long as it has the necessary files (a 'pack.mcmeta' file, and an 'assets' folder), Minecraft will recognize a folder as a resource pack. Download a resource pack from the site of your choice.