If you have installation problems (I had), you can copy the files manually.
Bigfoot was so kind to tell me which files to copy from the Platinum Edition CDs:

CD1: sp_pak1.pk3
CD2: autoexec.cfg, hunkusage.dat, mp_pak0.pk3, pak0.pk3

All files have to copied into the game's "main" directory.
Probably similar files have to be copied from other RTCW versions.