[Suicide Junkie]

The \gametypes folder is where all the mod stuff goes.

You should see a stock folder in there already... the mods will look just like that, except with more files and sub-sub folders.

Unfortunately, at the moment, everybody in the game needs to have the shipset, or at the very least, the host who will be processing turns needs them.
Hopefully this will get fixed.

Shipsets can be placed in the stock empires folder, as long as they're not overwriting anything.
The downloads will often come with ship name lists as well; such name files can be placed in Data\DesignNames