Hi, welcome aboard!
A Mod alters SE4 by either redoing its basics (tech tree, components, facilities) (like the Proportion Mod or Pirates & Nomads) and/or by adding new (AI) races (like the TDM-ModPack). You can find these and other Mods (Gold) at
http://www.shrapnelgames.com/cgi-bin...ubb=forum;f=50 (i.e. at the top of this board) and (Classic)
http://www.shrapnelgames.com/scenariosold.htm. There are some web sites that offer additional races (have a look at the sticky thread at the top of this board "Most visit websites").
Most of the time you just copy the Mod to a separate folder beneath your SE4 folder (like C:\Games\SE4\MyMod). After this you have to adjust your path.txt to have the mod folder included. Most Mods do provide a path.txt for this or come with the SE4ModLauncher that will make it much easier to handle several mod folders.
Most of the time a Mod can only be used for the specified SE4 Version or later mentioned in the readme.txt of the Mod. Gold Mods will not work with classic SE4.