Have you checked the directories where X-15 should have been installed into? I'd suggest opening the zip file AND your Orbiter root dir, and then compare files to locations.
I haven't used X-15, but I have encountered addons that put the files into locations off the root directory, but not where they belonged. I.e., .msh files need to go into the Mesh directory, .scn files into Scenarios, .cfg into Config and .ini into /Config/Spacecraft/
DON'T CHANGE .dll FILE NAMES! Really, it won't work, and it may even cause some spectacular crashes.