I have version 2.2 which according to the creator works.
I have the .Mod file extracted outside of the folder like told by the comments.
Still I am playing as Elyria and conquered Valyria but no Dragon Tower or any other unique building like fighting arena's.
After you unzip the downloaded file, you will notice that the folder is labeled "AGOT Cripples, Bastards, and Broken Things (CO + Faces)" and inside the folder are a .mod file and another folder with the same name. Move BOTH the .mod file and folder from the extracted folder to the filepath "Documents/Paradox Interactive/Crusader Kings II/mod".
As a rule of thumb, most CK2 mods have a .mod folder and an associated folder with the same name.
'A Game of Thrones' is a user modification for Crusader Kings II not affiliated in anyway with Paradox Interactive or the rights holders to 'Game of Thrones' and 'A Song of Ice and Fire'.
This modification and it's team takes no income or profit, whether it be through donations, advertisements or any other form of revenue.