Templates for the various iWork applications go in HD > Users > (your account) > Library > Application Support > iWork > (application name). Since this is a long path, if you don't already have this folder, the easiest way to create it in the correct path is to save a document as a template in the desired application. You can always go back & delete this template if you don't want it.

I think Peggy might have left one step out by accident. You download the Template, it goes into your downloads folder. Open that up in Numbers (pages, whatever), then use the "Save as Template..." from the File menu. This will automatically open the right folder to save into.

Hope this might help some, Jason