Redux is a large-scale modification that attempts to modernize Doom 3 with a massive overhaul of the graphical, sound and UI aspects of the game along with bug fixes, restored content and new features.
Here's what your Doom 3 directory should like once you have installed the mod. This is where you need to move the Redux folder.
Note that the alternative .exe ("Doom_3.exe") is only needed if you own an AMD graphic card. If this is your case, you need to follow these quick additional steps: Moddb.com