wow there are way too many threads about this very subject. people should really look around to see if their question has been answered on a previous thread before posting a new one. anyways
click on mod link
wait for mod to download, make note of which folder it's downloading in
CTRL X mod file, most of them are .RAR or zipped folders to conserve space
go to sins folder under the correct mod path, if you want mod for vanilla sins, go to that one, if for entrenchment, go to that one. the folder specifically says mods on it. so you know which one to put it in. also note that mods only work for certain versions of sins, so take note of which version you have
once in correct folder, CTRL V and paste.
next unpack mod by using WINRAR are 7-zip
wait
start sins
go to options menu
apply mod
wait
play