Contour Line Angst

Doing a map of a property in Gaston County, NC. Found a place where I could download contour lines. They're DLG files. And Hypsography translates as contour lines in English, all things we learned in class last semester, but I had to review to re-remember. Lately I've been coming across a lot of data that I download and then it tells me it doesn't have spatial reference information. For instance, this happened with the orthophoto. But I was able to download a grid kind of guide thing and the orthophoto fit in perfectly. The hypsography comes with coordinate boundaries, and on the website, for example, it says Left: -81 degrees 30' 00 ". But this doesn't translate over when I drop it into arc map and I'm left with my contour lines floating out in the middle of nowhere at an extent which says something like Left: -81.250015 ??.

I was thinking I'd be able to just type in the coordinates into somewhere, but this extent with a question mark isn't a changeable field. I search Arc GIS desktop Help for "Extent" but it only wants to tell me about extent rectangles, something I already muddled my way through a few months ago.
of course my contour lines don't contain a damn thing that is georeferenceable. But I'm sure if I knew what to do with the coordinates -- and if I knew how to do the homework from the first day of class that I missed, then I would also know how to use coordinates to map something.

It's got to be the most simple, basic function in arcmap; somewhere you type in coordinates and suddenly it knows where to put your stuff. Did we learn how to do this? And why don't I remember? And why can't I figure out what to search for in Help or where to look in one of my textbooks to figure this out?