I downloaded a shell executable and man pages from a source I trust. Where should I put them?
The binary file goes in /usr/local/bin. Each man page goes in the folder usr/local/share/man/manN where N is the number at the end of the man page file name. For example, gdisk.8 should appear in the folder /usr/local/share/man/man8. When finished adding all man pages, you should run the command
/usr/libexec/makewhatis /usr/local/share/man

to update the whatis database stored in the text file /usr/local/share/man/whatis. This whatis text file is used by the whatis and apropos commands.