This can be done 1 of 2 ways
First place the westernq3 folder in the C:\Program Files\Steam\steamapps\common\quake 3 arena directory
1. Right-click on Quake 3 in your steam game list then click properties. Then in the general tab click set launch options. in the box type the following (without the quotes) " +set fs_game westernq3" This makes it so every time you launch Q3 it loads SG until you clear the launch options box
2. Alternatively, you can right-click on Quake 3 in your games list and click create desktop shortcut. Now right-click on the shortcut you just created and click properties. In the target box just add " +set fs_game westernq3" to the end of the line (again, without the quotes) and click apply and ok.
That's all there is to it, figured I'd make this since Q3 was just on sale for $10 and maybe a few people who bought it will find their way to these forums.