Most creators of mods are kind enough to explain how they are installed, and for what version of the game it's made for.
Most major mods are easily installed whereas others are resources requiring the module system or other technical finesse.
Here's a tutorial on the basics of installing mods:
http://forums.taleworlds.com/index.php/topic,12683.0.html
If you still have problems tell us what mod you are trying to install and how you do it, step by step.
Are you using Steam?